+291.3%
IR vs BIDU
-46.6%
+337.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.5% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | -15.1% | -10.5% | -4.7% | -13.5% |
| 3M | +6.1% | -26.2% | +32.3% | +11.9% |
| 6M | -16.8% | -16.4% | -0.4% | -14.8% |
| YTD | -3.5% | -23.9% | +20.3% | +0.1% |
| 1Y | -3.5% | +1.3% | -4.8% | -6.6% |
| 3Y | +9.5% | -32.1% | +41.6% | +11.9% |
| 5Y | +45.1% | -39.0% | +84.0% | +43.2% |
| All | +291.3% | -46.6% | +337.9% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling