+1,532.4%
NDAQ vs BIDU
+1,407.1%
+125.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -5.9% | -2.7% |
| 7D | -2.4% | +2.4% | -4.9% | -3.0% |
| 30D | +2.5% | -10.5% | +12.9% | +4.5% |
| 3M | +9.9% | -26.2% | +36.1% | +16.4% |
| 6M | +9.4% | -16.4% | +25.8% | +12.1% |
| YTD | +0.4% | -23.9% | +24.3% | +4.3% |
| 1Y | +4.0% | +1.3% | +2.8% | +0.5% |
| 3Y | +94.4% | -32.1% | +126.5% | +97.6% |
| 5Y | +56.7% | -39.0% | +95.7% | +50.8% |
| 10Y | +375.3% | -44.0% | +419.3% | +320.1% |
| All | +1,532.4% | +1,407.1% | +125.3% | +540.8% |
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