+54.3%
JD vs BIDU
-39.5%
+93.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.8% |
| 7D | -1.7% | +2.4% | -4.1% | -3.2% |
| 30D | -13.2% | -10.5% | -2.7% | -7.7% |
| 3M | -3.2% | -26.2% | +23.0% | +15.2% |
| 6M | +15.2% | -16.4% | +31.6% | +24.3% |
| YTD | +2.0% | -23.9% | +25.8% | +15.0% |
| 1Y | -5.4% | +1.3% | -6.7% | -14.9% |
| 3Y | -9.1% | -32.1% | +23.0% | +6.1% |
| 5Y | -59.6% | -39.0% | -20.6% | -50.9% |
| 10Y | +26.2% | -44.0% | +70.3% | +40.2% |
| All | +54.3% | -39.5% | +93.8% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling