+32.8%
NET vs BIDU
+1.5%
+31.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.0% | -2.7% |
| 7D | -7.0% | +2.4% | -9.4% | -7.4% |
| 30D | -4.8% | -10.5% | +5.7% | -3.1% |
| 3M | +3.8% | -26.2% | +30.0% | +9.5% |
| 6M | +50.0% | -16.4% | +66.4% | +53.0% |
| YTD | +41.5% | -23.9% | +65.3% | +45.0% |
| 1Y | +32.8% | +1.3% | +31.5% | +39.5% |
| All | +32.8% | +1.5% | +31.4% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling