+18.9%
NET vs BIDU
-36.1%
+55.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -3.6% |
| 7D | -16.4% | +1.2% | -17.5% | -16.5% |
| 30D | -25.8% | -7.5% | -18.3% | -24.4% |
| 3M | -11.5% | -28.6% | +17.0% | -6.2% |
| 6M | +18.9% | -36.9% | +55.8% | +30.7% |
| All | +18.9% | -36.1% | +55.0% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling