+130.6%
FROG vs BIDU
-44.5%
+175.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +0.6% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | -3.1% | -15.6% | +12.5% | +0.5% |
| 3M | +1.2% | -22.3% | +23.5% | +6.7% |
| 6M | +113.7% | -22.3% | +135.9% | +123.1% |
| YTD | +38.9% | -29.2% | +68.0% | +46.5% |
| 1Y | +72.0% | -14.8% | +86.8% | +70.9% |
| 3Y | +217.1% | -31.8% | +248.9% | +224.9% |
| 5Y | +130.6% | -43.1% | +173.7% | +144.4% |
| All | +130.6% | -44.5% | +175.1% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling