+47.0%
DD vs BIDU
-33.5%
+80.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +1.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -7.4% | -15.6% | +8.2% | -4.7% |
| 3M | -6.4% | -22.3% | +15.9% | -2.3% |
| 6M | -2.5% | -22.3% | +19.8% | +1.2% |
| YTD | +10.2% | -29.2% | +39.4% | +15.7% |
| 1Y | +36.9% | -14.8% | +51.8% | +36.6% |
| All | +47.0% | -33.5% | +80.5% | +46.9% |
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