+37.3%
IR vs BIDU
-42.3%
+79.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -1.9% | -2.4% | +0.6% | -1.5% |
| 30D | -15.0% | -16.0% | +0.9% | -12.8% |
| 3M | -0.4% | -24.0% | +23.6% | +3.7% |
| 6M | -15.0% | -24.9% | +9.8% | -11.9% |
| YTD | -7.1% | -29.6% | +22.5% | -3.0% |
| 1Y | -7.5% | -15.2% | +7.6% | -7.2% |
| 3Y | +6.3% | -32.2% | +38.5% | +7.7% |
| 5Y | +37.3% | -43.8% | +81.1% | +38.3% |
| All | +37.3% | -42.3% | +79.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling