+152.7%
F vs BIDU
+1,140.5%
-987.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.4% |
| 7D | +1.6% | +7.2% | -5.6% | -0.1% |
| 30D | +2.6% | -4.0% | +6.7% | +3.6% |
| 3M | -8.8% | -25.1% | +16.3% | -2.8% |
| 6M | +4.6% | -41.8% | +46.4% | +17.6% |
| YTD | -1.9% | -37.3% | +35.4% | +7.3% |
| 1Y | -0.8% | -35.6% | +34.8% | +7.5% |
| 3Y | +43.5% | -24.5% | +68.0% | +43.8% |
| 5Y | -12.1% | -48.3% | +36.2% | -9.7% |
| 10Y | +83.6% | -51.2% | +134.8% | +75.1% |
| All | +152.7% | +1,140.5% | -987.7% | +26.5% |
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 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