+98.8%
BP vs BIDU
+1,108.5%
-1,009.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | -3.1% | -5.4% | +2.2% | -2.4% |
| 3M | +6.2% | -24.7% | +30.9% | +10.7% |
| 6M | +4.8% | -45.3% | +50.1% | +14.8% |
| YTD | +35.2% | -39.0% | +74.1% | +43.9% |
| 1Y | +27.4% | -39.6% | +67.0% | +35.5% |
| 3Y | +49.8% | -24.7% | +74.5% | +48.7% |
| 5Y | +109.4% | -52.3% | +161.7% | +113.0% |
| 10Y | +135.7% | -51.1% | +186.8% | +122.2% |
| All | +98.8% | +1,108.5% | -1,009.7% | +17.2% |
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