+900.5%
NI vs BIDU
+1,302.3%
-401.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +1.8% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | -1.7% | -15.6% | +14.0% | -0.4% |
| 3M | -8.0% | -22.3% | +14.3% | -6.4% |
| 6M | -8.6% | -22.3% | +13.6% | -7.3% |
| YTD | +2.3% | -29.2% | +31.5% | +4.4% |
| 1Y | +6.9% | -14.8% | +21.8% | +7.0% |
| 3Y | +70.6% | -31.8% | +102.3% | +71.6% |
| 5Y | +96.4% | -43.1% | +139.5% | +94.3% |
| 10Y | +136.1% | -50.6% | +186.8% | +125.2% |
| All | +900.5% | +1,302.3% | -401.8% | +582.9% |
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