+25.6%
NOK vs BIDU
+1,302.3%
-1,276.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.0% | +13.1% | +7.7% |
| 7D | +7.3% | -2.4% | +9.7% | +7.7% |
| 30D | +13.8% | -15.6% | +29.4% | +17.7% |
| 3M | -27.0% | -22.3% | -4.7% | -23.1% |
| 6M | +37.6% | -22.3% | +59.9% | +44.4% |
| YTD | +64.6% | -29.2% | +93.8% | +75.3% |
| 1Y | +132.0% | -14.8% | +146.8% | +134.3% |
| 3Y | +183.7% | -31.8% | +215.4% | +191.9% |
| 5Y | +101.3% | -43.1% | +144.4% | +101.9% |
| 10Y | +122.4% | -50.6% | +173.0% | +110.5% |
| All | +25.6% | +1,302.3% | -1,276.7% | -37.5% |
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