+672.3%
O vs BIDU
+1,083.9%
-411.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -0.4% | -4.6% | +4.2% | +0.3% |
| 30D | +7.1% | -4.5% | +11.7% | +7.8% |
| 3M | -5.2% | -25.4% | +20.1% | -1.3% |
| 6M | -1.8% | -48.1% | +46.3% | +7.5% |
| YTD | +9.1% | -40.2% | +49.3% | +15.9% |
| 1Y | +9.7% | -35.2% | +44.9% | +14.8% |
| 3Y | +39.1% | -27.1% | +66.3% | +38.5% |
| 5Y | +8.4% | -54.2% | +62.5% | +9.9% |
| 10Y | +80.2% | -52.0% | +132.2% | +66.9% |
| All | +672.3% | +1,083.9% | -411.7% | +281.4% |
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 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