-57.0%
JD vs BIDU
-49.0%
-8.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | -0.6% |
| 7D | +13.4% | +7.2% | +6.2% | +7.7% |
| 30D | +7.7% | -4.0% | +11.7% | +10.8% |
| 3M | -11.3% | -25.1% | +13.8% | +7.7% |
| 6M | -5.1% | -41.8% | +36.6% | +36.2% |
| YTD | +5.0% | -37.3% | +42.4% | +37.2% |
| 1Y | -5.6% | -35.6% | +29.9% | +18.2% |
| 3Y | +17.8% | -24.5% | +42.2% | +23.1% |
| All | -57.0% | -49.0% | -8.0% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling