+7.4%
O vs BIDU
-54.4%
+61.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -0.4% | -4.6% | +4.2% | -0.2% |
| 30D | +7.1% | -4.5% | +11.7% | +7.3% |
| 3M | -5.2% | -25.4% | +20.1% | -4.1% |
| 6M | -1.8% | -48.1% | +46.3% | +1.1% |
| YTD | +9.1% | -40.2% | +49.3% | +11.1% |
| 1Y | +9.7% | -35.2% | +44.9% | +11.2% |
| 3Y | +39.1% | -27.1% | +66.3% | +38.6% |
| All | +7.4% | -54.4% | +61.8% | +7.5% |
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 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