+89.4%
DD vs BIDU
-27.4%
+116.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +5.0% | -4.6% | +9.5% | +5.8% |
| 30D | +19.7% | -4.5% | +24.2% | +20.6% |
| 3M | +7.2% | -25.4% | +32.5% | +12.7% |
| 6M | +1.0% | -48.1% | +49.1% | +13.4% |
| YTD | +29.1% | -40.2% | +69.3% | +39.4% |
| 1Y | +28.5% | -35.2% | +63.7% | +36.1% |
| 3Y | +89.4% | -27.1% | +116.6% | +83.5% |
| All | +89.4% | -27.4% | +116.8% | +83.5% |
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