-31.8%
BIDU vs RACE
+39.3%
-71.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -6.0% | -6.8% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | -15.6% | -1.5% | -14.1% | -15.4% |
| 3M | -22.3% | +15.5% | -37.8% | -24.7% |
| 6M | -22.3% | +17.3% | -39.6% | -25.0% |
| YTD | -29.2% | +11.1% | -40.3% | -31.2% |
| 1Y | -14.8% | -14.3% | -0.5% | -13.3% |
| 3Y | -31.8% | +40.2% | -71.9% | -43.4% |
| All | -31.8% | +39.3% | -71.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling