+8.5%
IR vs BIDU
-32.1%
+40.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.3% | -0.5% |
| 7D | +0.6% | -2.4% | +3.1% | +1.0% |
| 30D | -13.6% | -15.6% | +2.0% | -11.4% |
| 3M | +3.7% | -22.3% | +26.0% | +7.5% |
| 6M | -13.1% | -22.3% | +9.2% | -10.4% |
| YTD | -5.1% | -29.2% | +24.0% | -1.3% |
| 1Y | -6.5% | -14.8% | +8.4% | -6.7% |
| 3Y | +8.5% | -31.8% | +40.3% | +7.4% |
| All | +8.5% | -32.1% | +40.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling