+31.9%
NVDL vs BIDU
-22.6%
+54.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -0.8% | -2.4% | +1.6% | +0.8% |
| 30D | +3.4% | -16.0% | +19.4% | +16.1% |
| 3M | +8.1% | -24.0% | +32.1% | +31.1% |
| 6M | +31.9% | -24.9% | +56.7% | +61.4% |
| All | +31.9% | -22.6% | +54.5% | +61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling