+85.4%
FROG vs BIDU
-34.6%
+120.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.0% |
| 7D | -14.1% | +1.2% | -15.2% | -14.2% |
| 30D | -11.8% | -7.5% | -4.2% | -10.9% |
| 3M | +0.1% | -28.6% | +28.7% | +3.3% |
| 6M | +64.2% | -36.9% | +101.1% | +69.5% |
| YTD | +38.2% | -38.4% | +76.7% | +39.9% |
| 1Y | +85.4% | -35.7% | +121.0% | +83.8% |
| All | +85.4% | -34.6% | +120.0% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling