+208.8%
C vs BIDU
-52.8%
+261.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.6% |
| 7D | -0.4% | +3.6% | -3.9% | -1.1% |
| 30D | -5.2% | -6.6% | +1.4% | -3.8% |
| 3M | -9.1% | -27.2% | +18.1% | -3.3% |
| 6M | -1.6% | -43.5% | +41.9% | +9.8% |
| YTD | +6.9% | -39.0% | +45.9% | +16.2% |
| 1Y | +23.0% | -39.8% | +62.7% | +33.6% |
| 3Y | +216.1% | -24.8% | +240.9% | +214.0% |
| 5Y | +112.2% | -50.7% | +162.9% | +117.9% |
| 10Y | +208.8% | -51.2% | +260.0% | +160.1% |
| All | +208.8% | -52.8% | +261.6% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling