+101.2%
BP vs BIDU
+1,076.2%
-975.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | +2.5% | -2.3% | +4.8% | +2.9% |
| 30D | -5.6% | -7.3% | +1.7% | -4.5% |
| 3M | +8.0% | -26.0% | +34.0% | +13.0% |
| 6M | +5.7% | -44.5% | +50.2% | +15.4% |
| YTD | +36.8% | -40.6% | +77.4% | +46.4% |
| 1Y | +30.7% | -39.8% | +70.5% | +39.1% |
| 3Y | +51.6% | -26.7% | +78.3% | +51.2% |
| 5Y | +112.2% | -54.5% | +166.7% | +117.7% |
| 10Y | +138.6% | -52.4% | +191.0% | +125.9% |
| All | +101.2% | +1,076.2% | -975.0% | +19.2% |
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