+34.4%
JD vs BIDU
-51.3%
+85.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.1% |
| 7D | -4.1% | -4.6% | +0.4% | -1.1% |
| 30D | +4.6% | -4.5% | +9.2% | +7.7% |
| 3M | -4.7% | -25.4% | +20.6% | +13.7% |
| 6M | -17.4% | -48.1% | +30.7% | +24.0% |
| YTD | +0.7% | -40.2% | +40.9% | +32.9% |
| 1Y | -5.9% | -35.2% | +29.4% | +16.1% |
| 3Y | +18.9% | -27.1% | +46.0% | +30.9% |
| 5Y | -62.9% | -54.2% | -8.7% | -46.6% |
| All | +34.4% | -51.3% | +85.7% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling