+59.6%
DD vs BIDU
-42.3%
+101.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -3.8% | -2.4% | -1.3% | -3.4% |
| 30D | -9.2% | -16.0% | +6.7% | -6.6% |
| 3M | -9.0% | -24.0% | +15.0% | -4.8% |
| 6M | -5.0% | -24.9% | +19.9% | -0.9% |
| YTD | +7.4% | -29.6% | +37.0% | +12.7% |
| 1Y | +35.1% | -15.2% | +50.3% | +35.8% |
| 3Y | +43.2% | -32.2% | +75.4% | +45.6% |
| 5Y | +59.6% | -43.8% | +103.4% | +58.1% |
| All | +59.6% | -42.3% | +101.9% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling