+272.3%
OMC vs BIDU
+1,083.9%
-811.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | +1.9% | -4.6% | +6.4% | +2.6% |
| 30D | +12.2% | -4.5% | +16.7% | +12.9% |
| 3M | +0.6% | -25.4% | +25.9% | +4.6% |
| 6M | +21.0% | -48.1% | +69.1% | +32.2% |
| YTD | +12.4% | -40.2% | +52.6% | +19.3% |
| 1Y | +25.4% | -35.2% | +60.7% | +31.4% |
| 3Y | +29.2% | -27.1% | +56.3% | +29.0% |
| 5Y | +52.6% | -54.2% | +106.8% | +56.0% |
| 10Y | +53.6% | -52.0% | +105.7% | +44.5% |
| All | +272.3% | +1,083.9% | -811.6% | +132.6% |
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