+47.6%
ON vs BIDU
-38.7%
+86.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | +12.2% | -4.6% | +16.8% | +14.1% |
| 30D | -3.1% | -4.5% | +1.4% | -1.6% |
| 3M | -12.9% | -25.4% | +12.5% | -3.6% |
| 6M | -38.6% | -48.1% | +9.5% | -23.0% |
| YTD | +31.2% | -40.2% | +71.4% | +54.0% |
| 1Y | +47.6% | -35.2% | +82.9% | +71.0% |
| All | +47.6% | -38.7% | +86.4% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling