+20.9%
JD vs BIDU
-24.2%
+45.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | +7.9% | +5.4% | +2.5% | +4.5% |
| 30D | +4.8% | -5.0% | +9.8% | +7.9% |
| 3M | -13.9% | -26.1% | +12.2% | +1.9% |
| 6M | -5.8% | -42.6% | +36.7% | +28.7% |
| YTD | +2.4% | -38.0% | +40.4% | +29.0% |
| 1Y | -7.5% | -35.7% | +28.1% | +11.6% |
| 3Y | +20.9% | -22.9% | +43.8% | +21.1% |
| All | +20.9% | -24.2% | +45.0% | +21.1% |
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