+388.3%
JBL vs BIDU
-45.6%
+433.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | -1.0% | -5.2% | +4.2% | +0.1% |
| 30D | -15.1% | -14.5% | -0.6% | -12.1% |
| 3M | -14.0% | -22.9% | +8.8% | -9.1% |
| 6M | +20.6% | -27.8% | +48.4% | +29.1% |
| YTD | +32.9% | -30.7% | +63.6% | +43.2% |
| 1Y | +40.5% | -15.8% | +56.3% | +44.0% |
| 3Y | +183.7% | -33.2% | +217.0% | +196.4% |
| 5Y | +388.3% | -44.8% | +433.1% | +394.8% |
| All | +388.3% | -45.6% | +433.9% | +394.8% |
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