+34.8%
FROG vs BIDU
-26.5%
+61.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -4.8% | -2.4% | -2.4% | -4.4% |
| 30D | -0.9% | -16.0% | +15.0% | +3.0% |
| 3M | +7.5% | -24.0% | +31.5% | +14.1% |
| 6M | +107.0% | -24.9% | +131.9% | +118.2% |
| YTD | +39.8% | -29.6% | +69.4% | +48.0% |
| 1Y | +74.8% | -15.2% | +90.0% | +74.2% |
| 3Y | +219.3% | -32.2% | +251.4% | +226.8% |
| 5Y | +133.0% | -43.8% | +176.7% | +136.5% |
| All | +34.8% | -26.5% | +61.2% | +50.2% |
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 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