+102.8%
NOK vs BIDU
-45.6%
+148.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +8.7% | -5.2% | +13.9% | +9.6% |
| 30D | +12.5% | -14.5% | +27.0% | +15.5% |
| 3M | -20.7% | -22.9% | +2.1% | -17.1% |
| 6M | +36.2% | -27.8% | +64.0% | +44.0% |
| YTD | +64.1% | -30.7% | +94.8% | +74.0% |
| 1Y | +132.4% | -15.8% | +148.2% | +135.1% |
| 3Y | +182.9% | -33.2% | +216.1% | +191.2% |
| 5Y | +102.8% | -44.8% | +147.6% | +108.8% |
| All | +102.8% | -45.6% | +148.4% | +108.8% |
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