-55.3%
C vs BIDU
+1,127.7%
-1,183.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -0.9% | +5.4% | -6.3% | -2.3% |
| 30D | -5.4% | -5.0% | -0.4% | -4.2% |
| 3M | -9.2% | -26.1% | +17.0% | -2.3% |
| 6M | -1.8% | -42.6% | +40.7% | +11.9% |
| YTD | +6.7% | -38.0% | +44.7% | +17.8% |
| 1Y | +23.5% | -35.7% | +59.2% | +34.4% |
| 3Y | +219.8% | -22.9% | +242.7% | +215.9% |
| 5Y | +112.4% | -49.9% | +162.3% | +115.4% |
| 10Y | +220.1% | -52.0% | +272.0% | +196.1% |
| All | -55.3% | +1,127.7% | -1,183.0% | -80.4% |
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