+15.3%
O vs BIDU
-42.3%
+57.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.3% | -2.4% | +0.2% | -2.2% |
| 30D | -2.4% | -16.0% | +13.5% | -1.8% |
| 3M | -0.6% | -24.0% | +23.4% | +0.5% |
| 6M | -5.0% | -24.9% | +19.9% | -4.1% |
| YTD | +10.4% | -29.6% | +39.9% | +11.6% |
| 1Y | +6.6% | -15.2% | +21.7% | +6.4% |
| 3Y | +28.4% | -32.2% | +60.6% | +28.8% |
| 5Y | +15.3% | -43.8% | +59.0% | +13.8% |
| All | +15.3% | -42.3% | +57.5% | +13.8% |
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