+336.0%
IR vs BIDU
-57.2%
+393.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +7.6% | -5.4% | +13.0% | +8.7% |
| 3M | +0.1% | -24.7% | +24.8% | +5.4% |
| 6M | +14.0% | -45.3% | +59.2% | +27.0% |
| YTD | +7.5% | -39.0% | +46.4% | +16.2% |
| 1Y | +10.1% | -39.6% | +49.7% | +19.0% |
| 3Y | +24.9% | -24.7% | +49.6% | +24.5% |
| 5Y | +46.9% | -52.3% | +99.2% | +52.7% |
| All | +336.0% | -57.2% | +393.1% | +324.4% |
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 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