+138.6%
NOK vs BIDU
-48.7%
+187.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +11.0% | -8.1% | +19.1% | +12.7% |
| 30D | +7.8% | -12.8% | +20.7% | +10.5% |
| 3M | -21.0% | -21.3% | +0.3% | -17.5% |
| 6M | +40.9% | -27.0% | +67.9% | +49.0% |
| YTD | +72.0% | -30.0% | +102.1% | +82.5% |
| 1Y | +140.9% | -18.3% | +159.2% | +145.3% |
| 3Y | +194.3% | -33.8% | +228.1% | +204.1% |
| 5Y | +112.5% | -44.3% | +156.8% | +115.7% |
| All | +138.6% | -48.7% | +187.2% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling