-61.3%
JD vs BIDU
-44.5%
-16.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | +3.1% |
| 7D | -0.8% | -2.4% | +1.6% | +0.7% |
| 30D | -16.0% | -15.6% | -0.4% | -6.2% |
| 3M | -3.2% | -22.3% | +19.1% | +13.8% |
| 6M | +6.1% | -22.3% | +28.3% | +21.1% |
| YTD | -0.1% | -29.2% | +29.1% | +19.7% |
| 1Y | -12.7% | -14.8% | +2.1% | -14.0% |
| 3Y | -6.3% | -31.8% | +25.5% | +8.4% |
| 5Y | -61.3% | -43.1% | -18.2% | -53.3% |
| All | -61.3% | -44.5% | -16.9% | -53.3% |
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