+333.0%
D vs BIDU
+1,140.5%
-807.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.7% |
| 7D | +3.0% | +7.2% | -4.2% | +2.6% |
| 30D | +11.5% | -4.0% | +15.5% | +11.7% |
| 3M | +3.7% | -25.1% | +28.8% | +5.3% |
| 6M | +13.5% | -41.8% | +55.3% | +16.8% |
| YTD | +20.7% | -37.3% | +58.1% | +23.3% |
| 1Y | +18.2% | -35.6% | +53.8% | +20.4% |
| 3Y | +73.3% | -24.5% | +97.8% | +72.8% |
| 5Y | +12.3% | -48.3% | +60.5% | +12.2% |
| 10Y | +43.4% | -51.2% | +94.6% | +38.3% |
| All | +333.0% | +1,140.5% | -807.4% | +210.7% |
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