+329.6%
D vs BIDU
+1,108.5%
-778.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | +9.0% | -5.4% | +14.4% | +9.3% |
| 3M | +1.0% | -24.7% | +25.7% | +2.5% |
| 6M | +11.0% | -45.3% | +56.3% | +14.5% |
| YTD | +19.8% | -39.0% | +58.7% | +22.5% |
| 1Y | +16.0% | -39.6% | +55.5% | +18.5% |
| 3Y | +74.4% | -24.7% | +99.1% | +73.9% |
| 5Y | +13.5% | -52.3% | +65.9% | +14.1% |
| 10Y | +48.4% | -51.1% | +99.4% | +42.9% |
| All | +329.6% | +1,108.5% | -778.9% | +208.7% |
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