+31.1%
OMC vs BIDU
-48.7%
+79.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | -4.4% | -8.1% | +3.7% | -3.5% |
| 30D | -7.6% | -12.8% | +5.2% | -6.4% |
| 3M | +4.5% | -21.3% | +25.8% | +6.9% |
| 6M | -0.3% | -27.0% | +26.7% | +2.4% |
| YTD | -0.1% | -30.0% | +29.9% | +2.8% |
| 1Y | +4.6% | -18.3% | +22.9% | +5.0% |
| 3Y | +10.5% | -33.8% | +44.3% | +11.7% |
| 5Y | +31.7% | -44.3% | +76.0% | +31.2% |
| All | +31.1% | -48.7% | +79.8% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling