+809.2%
LOW vs BIDU
+1,302.3%
-493.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -0.6% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | -10.1% | -15.6% | +5.5% | -7.8% |
| 3M | -2.9% | -22.3% | +19.4% | +0.7% |
| 6M | -19.4% | -22.3% | +2.9% | -16.9% |
| YTD | -15.4% | -29.2% | +13.7% | -11.8% |
| 1Y | -24.9% | -14.8% | -10.1% | -24.9% |
| 3Y | -7.8% | -31.8% | +24.0% | -6.6% |
| 5Y | +8.4% | -43.1% | +51.5% | +6.9% |
| 10Y | +226.8% | -50.6% | +277.4% | +209.3% |
| All | +809.2% | +1,302.3% | -493.1% | +391.6% |
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