+1,449.6%
NET vs BIDU
-11.2%
+1,460.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.0% | -3.5% |
| 7D | -7.0% | +2.4% | -9.4% | -7.8% |
| 30D | -4.8% | -10.5% | +5.7% | -1.2% |
| 3M | +3.8% | -26.2% | +30.0% | +15.2% |
| 6M | +50.0% | -16.4% | +66.4% | +57.3% |
| YTD | +41.5% | -23.9% | +65.3% | +51.7% |
| 1Y | +32.8% | +1.3% | +31.5% | +24.7% |
| 3Y | +335.9% | -32.1% | +368.0% | +357.5% |
| 5Y | +113.8% | -39.0% | +152.8% | +120.4% |
| All | +1,449.6% | -11.2% | +1,460.7% | +1,320.6% |
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