-7.5%
IR vs BIDU
-15.6%
+8.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.0% |
| 7D | -1.9% | -2.4% | +0.6% | -1.6% |
| 30D | -15.0% | -16.0% | +0.9% | -13.6% |
| 3M | -0.4% | -24.0% | +23.6% | +2.3% |
| 6M | -15.0% | -24.9% | +9.8% | -13.3% |
| YTD | -7.1% | -29.6% | +22.5% | -4.9% |
| 1Y | -7.5% | -15.2% | +7.6% | -5.1% |
| All | -7.5% | -15.6% | +8.1% | -5.1% |
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