+69.0%
FROG vs BIDU
-36.3%
+105.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +26.8% | -0.8% | +27.7% | +27.4% |
| 30D | +10.6% | -5.4% | +16.0% | +12.3% |
| 3M | +27.2% | -24.7% | +51.9% | +36.0% |
| 6M | +58.7% | -45.3% | +104.0% | +81.7% |
| YTD | +75.3% | -39.0% | +114.3% | +92.4% |
| 1Y | +71.1% | -39.6% | +110.6% | +87.7% |
| 3Y | +319.6% | -24.7% | +344.3% | +313.0% |
| 5Y | +195.7% | -52.3% | +248.0% | +213.7% |
| All | +69.0% | -36.3% | +105.3% | +95.3% |
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