+64.7%
D vs BIDU
-27.7%
+92.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.5% |
| 7D | +1.5% | +2.4% | -1.0% | +1.4% |
| 30D | -2.6% | -10.5% | +7.9% | -2.4% |
| 3M | 0.0% | -26.2% | +26.2% | +0.7% |
| 6M | +7.4% | -16.4% | +23.8% | +7.8% |
| YTD | +15.9% | -23.9% | +39.7% | +16.4% |
| 1Y | +18.1% | +1.3% | +16.8% | +16.7% |
| All | +64.7% | -27.7% | +92.4% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling