+1,486.5%
BN vs BIDU
+1,407.1%
+79.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.3% | -1.1% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | -9.5% | -10.5% | +1.0% | -7.6% |
| 3M | -10.4% | -26.2% | +15.8% | -5.0% |
| 6M | -6.4% | -16.4% | +10.0% | -3.9% |
| YTD | -11.9% | -23.9% | +12.0% | -8.2% |
| 1Y | -8.6% | +1.3% | -9.9% | -11.4% |
| 3Y | +77.6% | -32.1% | +109.6% | +82.6% |
| 5Y | +37.0% | -39.0% | +76.0% | +36.0% |
| 10Y | +266.4% | -44.0% | +310.4% | +243.6% |
| All | +1,486.5% | +1,407.1% | +79.4% | +732.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling