-33.5%
BIDU vs RACE
+647.6%
-681.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.9% |
| 7D | +2.4% | -2.5% | +4.9% | +3.5% |
| 30D | -10.5% | +0.8% | -11.3% | -10.9% |
| 3M | -26.2% | +17.2% | -43.4% | -31.8% |
| 6M | -16.4% | +13.6% | -30.0% | -21.9% |
| YTD | -23.9% | +12.2% | -36.1% | -29.0% |
| 1Y | +1.3% | -16.3% | +17.5% | +6.9% |
| 3Y | -32.1% | +36.4% | -68.5% | -46.9% |
| 5Y | -39.0% | +95.0% | -133.9% | -60.7% |
| 10Y | -44.0% | +813.2% | -857.3% | -80.5% |
| All | -33.5% | +647.6% | -681.1% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling