-10.8%
DOW vs BIDU
-41.9%
+31.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.8% |
| 7D | -2.4% | +2.4% | -4.8% | -2.9% |
| 30D | +0.4% | -10.5% | +10.9% | +2.2% |
| 3M | -14.4% | -26.2% | +11.8% | -9.8% |
| 6M | -7.0% | -16.4% | +9.4% | -5.5% |
| YTD | +30.2% | -23.9% | +54.1% | +34.3% |
| 1Y | +29.2% | +1.3% | +27.9% | +24.2% |
| 3Y | -36.7% | -32.1% | -4.6% | -35.6% |
| 5Y | -37.7% | -39.0% | +1.3% | -38.9% |
| All | -10.8% | -41.9% | +31.1% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling