-48.1%
BIDU vs RACE
+639.5%
-687.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.6% |
| 7D | -2.3% | -4.0% | +1.7% | -0.5% |
| 30D | -7.3% | +3.5% | -10.8% | -8.8% |
| 3M | -26.0% | -0.4% | -25.5% | -25.9% |
| 6M | -44.5% | +23.2% | -67.7% | -50.0% |
| YTD | -40.6% | +11.0% | -51.6% | -44.4% |
| 1Y | -39.8% | -2.2% | -37.6% | -40.3% |
| 3Y | -26.7% | +22.5% | -49.3% | -39.3% |
| 5Y | -54.5% | +63.2% | -117.7% | -68.3% |
| 10Y | -52.4% | +704.3% | -756.7% | -82.6% |
| All | -48.1% | +639.5% | -687.6% | -82.5% |
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