+7.6%
COMP vs BIDU
-38.7%
+46.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | 0.0% | -4.6% | +4.6% | +2.0% |
| 30D | +16.6% | -4.5% | +21.1% | +19.0% |
| 3M | -23.5% | -25.4% | +1.8% | -14.7% |
| 6M | +25.7% | -48.1% | +73.8% | +63.7% |
| YTD | -3.4% | -40.2% | +36.8% | +16.4% |
| 1Y | +7.6% | -35.2% | +42.8% | +26.9% |
| All | +7.6% | -38.7% | +46.3% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling