+7.1%
LOW vs BIDU
-54.4%
+61.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | +1.4% | -4.6% | +6.0% | +1.9% |
| 30D | +21.7% | -4.5% | +26.2% | +22.2% |
| 3M | +5.0% | -25.4% | +30.4% | +7.7% |
| 6M | +4.6% | -48.1% | +52.7% | +10.8% |
| YTD | -3.5% | -40.2% | +36.7% | +0.4% |
| 1Y | +0.5% | -35.2% | +35.8% | +3.7% |
| 3Y | +24.8% | -27.1% | +51.9% | +24.4% |
| All | +7.1% | -54.4% | +61.5% | +10.2% |
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