-20.2%
DOW vs BIDU
-27.4%
+7.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +5.2% | -4.6% | +9.8% | +5.9% |
| 30D | +13.2% | -4.5% | +17.7% | +13.9% |
| 3M | +10.1% | -25.4% | +35.4% | +14.7% |
| 6M | -13.1% | -48.1% | +35.0% | -3.6% |
| YTD | +46.1% | -40.2% | +86.3% | +55.4% |
| 1Y | +50.0% | -35.2% | +85.3% | +55.9% |
| 3Y | -20.2% | -27.1% | +6.9% | -24.5% |
| All | -20.2% | -27.4% | +7.1% | -24.5% |
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