-4.2%
JD vs BIDU
-27.7%
+23.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.6% |
| 7D | -1.7% | +2.4% | -4.1% | -3.1% |
| 30D | -13.2% | -10.5% | -2.7% | -7.9% |
| 3M | -3.2% | -26.2% | +23.0% | +14.8% |
| 6M | +15.2% | -16.4% | +31.6% | +23.7% |
| YTD | +2.0% | -23.9% | +25.8% | +14.2% |
| 1Y | -5.4% | +1.3% | -6.7% | -19.4% |
| All | -4.2% | -27.7% | +23.5% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling