+950.6%
BX vs BIDU
+501.0%
+449.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +0.5% |
| 7D | -2.0% | -2.4% | +0.5% | -1.3% |
| 30D | -2.3% | -15.6% | +13.3% | +2.3% |
| 3M | +18.5% | -22.3% | +40.8% | +26.7% |
| 6M | +23.7% | -22.3% | +46.0% | +30.9% |
| YTD | -10.4% | -29.2% | +18.8% | -3.0% |
| 1Y | -19.6% | -14.8% | -4.7% | -19.4% |
| 3Y | +30.8% | -31.8% | +62.6% | +34.0% |
| 5Y | +24.3% | -43.1% | +67.5% | +24.0% |
| 10Y | +679.5% | -50.6% | +730.1% | +615.7% |
| All | +950.6% | +501.0% | +449.6% | +228.1% |
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