-43.1%
BIDU vs RACE
+92.4%
-135.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -6.0% | -6.5% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | -15.6% | -1.5% | -14.1% | -15.1% |
| 3M | -22.3% | +15.5% | -37.8% | -27.9% |
| 6M | -22.3% | +17.3% | -39.6% | -28.7% |
| YTD | -29.2% | +11.1% | -40.3% | -33.8% |
| 1Y | -14.8% | -14.3% | -0.5% | -10.2% |
| 3Y | -31.8% | +40.2% | -71.9% | -54.9% |
| 5Y | -43.1% | +92.6% | -135.7% | -74.7% |
| All | -43.1% | +92.4% | -135.5% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling