+63.7%
FROG vs BIDU
-45.4%
+109.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.9% |
| 7D | +48.2% | -2.3% | +50.5% | +49.7% |
| 30D | +11.4% | -7.3% | +18.7% | +13.9% |
| 3M | +28.5% | -26.0% | +54.5% | +34.9% |
| 6M | +63.7% | -44.5% | +108.3% | +69.4% |
| All | +63.7% | -45.4% | +109.1% | +69.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling