+92.4%
BP vs BIDU
+1,407.1%
-1,314.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -0.2% |
| 7D | +3.9% | +2.4% | +1.5% | +3.5% |
| 30D | +7.6% | -10.5% | +18.1% | +9.3% |
| 3M | +0.7% | -26.2% | +26.9% | +5.4% |
| 6M | +15.5% | -16.4% | +31.9% | +17.4% |
| YTD | +30.8% | -23.9% | +54.7% | +34.7% |
| 1Y | +34.3% | +1.3% | +33.0% | +30.2% |
| 3Y | +35.1% | -32.1% | +67.1% | +37.1% |
| 5Y | +126.8% | -39.0% | +165.8% | +121.5% |
| 10Y | +123.4% | -44.0% | +167.4% | +106.5% |
| All | +92.4% | +1,407.1% | -1,314.7% | +9.7% |
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 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