+98.2%
DD vs BIDU
-51.3%
+149.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +5.0% | -4.6% | +9.5% | +5.9% |
| 30D | +19.7% | -4.5% | +24.2% | +20.7% |
| 3M | +7.2% | -25.4% | +32.5% | +13.4% |
| 6M | +1.0% | -48.1% | +49.1% | +14.7% |
| YTD | +29.1% | -40.2% | +69.3% | +40.8% |
| 1Y | +28.5% | -35.2% | +63.7% | +37.5% |
| 3Y | +89.4% | -27.1% | +116.6% | +90.9% |
| 5Y | +67.1% | -54.2% | +121.3% | +76.4% |
| All | +98.2% | -51.3% | +149.6% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling