+33.0%
BLK vs BIDU
-44.1%
+77.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -3.3% | -8.1% | +4.8% | -2.0% |
| 30D | -6.5% | -12.8% | +6.3% | -4.7% |
| 3M | +6.7% | -21.3% | +28.0% | +10.4% |
| 6M | +14.7% | -27.0% | +41.7% | +19.4% |
| YTD | +2.5% | -30.0% | +32.6% | +7.0% |
| 1Y | -2.8% | -18.3% | +15.5% | -1.8% |
| 3Y | +65.9% | -33.8% | +99.7% | +69.4% |
| All | +33.0% | -44.1% | +77.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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