+315.6%
D vs BIDU
+1,407.1%
-1,091.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.7% |
| 7D | +0.4% | +2.4% | -2.0% | +0.3% |
| 30D | -3.6% | -10.5% | +6.9% | -3.0% |
| 3M | -1.0% | -26.2% | +25.2% | +0.5% |
| 6M | +6.3% | -16.4% | +22.7% | +7.0% |
| YTD | +14.7% | -23.9% | +38.6% | +15.9% |
| 1Y | +16.9% | +1.3% | +15.7% | +15.8% |
| 3Y | +56.8% | -32.1% | +88.9% | +57.6% |
| 5Y | +5.2% | -39.0% | +44.2% | +4.1% |
| 10Y | +35.9% | -44.0% | +79.9% | +30.2% |
| All | +315.6% | +1,407.1% | -1,091.5% | +195.1% |
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