-3.5%
IR vs BIDU
+1.5%
-5.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.9% |
| 7D | -2.8% | +2.4% | -5.2% | -3.1% |
| 30D | -15.1% | -10.5% | -4.7% | -14.3% |
| 3M | +6.1% | -26.2% | +32.3% | +9.2% |
| 6M | -16.8% | -16.4% | -0.4% | -15.9% |
| YTD | -3.5% | -23.9% | +20.3% | -2.1% |
| 1Y | -3.5% | +1.3% | -4.8% | -0.2% |
| All | -3.5% | +1.5% | -5.0% | -0.2% |
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 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