+239.9%
OMC vs BIDU
+1,302.3%
-1,062.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -0.8% |
| 7D | -5.8% | -2.4% | -3.3% | -5.5% |
| 30D | -4.8% | -15.6% | +10.8% | -2.7% |
| 3M | +9.2% | -22.3% | +31.5% | +12.8% |
| 6M | -2.5% | -22.3% | +19.8% | +0.1% |
| YTD | +2.6% | -29.2% | +31.7% | +6.3% |
| 1Y | +5.9% | -14.8% | +20.8% | +6.0% |
| 3Y | +14.2% | -31.8% | +46.0% | +15.4% |
| 5Y | +33.2% | -43.1% | +76.4% | +31.8% |
| 10Y | +33.4% | -50.6% | +84.0% | +25.4% |
| All | +239.9% | +1,302.3% | -1,062.4% | +107.3% |
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