-49.8%
C vs BIDU
+1,407.1%
-1,456.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.4% |
| 7D | +3.6% | +2.4% | +1.2% | +3.0% |
| 30D | +0.1% | -10.5% | +10.5% | +2.6% |
| 3M | +2.4% | -26.2% | +28.6% | +9.9% |
| 6M | +24.9% | -16.4% | +41.3% | +28.7% |
| YTD | +19.8% | -23.9% | +43.7% | +25.6% |
| 1Y | +44.9% | +1.3% | +43.6% | +38.6% |
| 3Y | +263.0% | -32.1% | +295.1% | +272.1% |
| 5Y | +129.5% | -39.0% | +168.5% | +120.8% |
| 10Y | +291.6% | -44.0% | +335.7% | +248.6% |
| All | -49.8% | +1,407.1% | -1,456.9% | -79.1% |
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