+32.5%
JD vs BIDU
-52.8%
+85.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.8% |
| 7D | +5.2% | +3.6% | +1.6% | +2.7% |
| 30D | +4.5% | -6.6% | +11.1% | +9.2% |
| 3M | -15.4% | -27.2% | +11.8% | +2.8% |
| 6M | -6.0% | -43.5% | +37.4% | +32.9% |
| YTD | +2.2% | -39.0% | +41.2% | +33.1% |
| 1Y | -6.7% | -39.8% | +33.1% | +21.0% |
| 3Y | +20.5% | -24.8% | +45.3% | +29.9% |
| 5Y | -58.4% | -50.7% | -7.8% | -42.6% |
| 10Y | +32.5% | -51.2% | +83.7% | +45.5% |
| All | +32.5% | -52.8% | +85.3% | +45.5% |
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