+16.9%
JD vs BIDU
-50.6%
+67.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | -3.0% | -2.4% | -0.5% | -1.6% |
| 30D | -19.3% | -16.0% | -3.4% | -10.6% |
| 3M | -6.0% | -24.0% | +18.0% | +10.4% |
| 6M | +1.8% | -24.9% | +26.7% | +17.9% |
| YTD | -2.6% | -29.6% | +27.0% | +15.7% |
| 1Y | -17.4% | -15.2% | -2.3% | -16.8% |
| 3Y | -8.6% | -32.2% | +23.6% | +6.5% |
| 5Y | -61.6% | -43.8% | -17.8% | -51.3% |
| 10Y | +16.9% | -49.5% | +66.3% | +29.0% |
| All | +16.9% | -50.6% | +67.5% | +29.0% |
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