+36.4%
BP vs BIDU
-32.1%
+68.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.0% | +9.4% | +3.0% |
| 7D | +0.9% | -2.4% | +3.4% | +1.1% |
| 30D | +9.1% | -15.6% | +24.8% | +10.5% |
| 3M | +3.9% | -22.3% | +26.2% | +5.9% |
| 6M | +13.6% | -22.3% | +35.9% | +15.1% |
| YTD | +34.0% | -29.2% | +63.2% | +37.0% |
| 1Y | +39.2% | -14.8% | +54.0% | +37.7% |
| 3Y | +36.4% | -31.8% | +68.2% | +34.7% |
| All | +36.4% | -32.1% | +68.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling