-74.7%
NKE vs BIDU
-44.1%
-30.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -4.2% | -8.1% | +3.9% | -2.8% |
| 30D | -8.2% | -12.8% | +4.6% | -6.3% |
| 3M | -19.1% | -21.3% | +2.2% | -16.1% |
| 6M | -32.6% | -27.0% | -5.7% | -29.7% |
| YTD | -40.7% | -30.0% | -10.7% | -38.0% |
| 1Y | -48.9% | -18.3% | -30.6% | -48.7% |
| 3Y | -59.2% | -33.8% | -25.4% | -58.5% |
| All | -74.7% | -44.1% | -30.7% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling