-12.1%
DOW vs BIDU
-46.6%
+34.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -1.4% | -8.1% | +6.7% | +0.1% |
| 30D | -3.9% | -12.8% | +8.9% | -1.7% |
| 3M | -12.7% | -21.3% | +8.6% | -9.2% |
| 6M | -13.7% | -27.0% | +13.3% | -9.9% |
| YTD | +28.4% | -30.0% | +58.4% | +34.5% |
| 1Y | +21.8% | -18.3% | +40.0% | +22.3% |
| 3Y | -35.7% | -33.8% | -1.9% | -34.4% |
| 5Y | -36.8% | -44.3% | +7.5% | -36.9% |
| All | -12.1% | -46.6% | +34.6% | -29.1% |
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 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