+10.6%
ON vs BIDU
-27.9%
+38.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.1% |
| 7D | +17.0% | -2.3% | +19.3% | +17.9% |
| 30D | -3.9% | -7.3% | +3.4% | -1.2% |
| 3M | -11.5% | -26.0% | +14.4% | -1.8% |
| 6M | -29.2% | -44.5% | +15.3% | -13.0% |
| YTD | +36.2% | -40.6% | +76.7% | +60.9% |
| 1Y | +49.6% | -39.8% | +89.4% | +75.3% |
| All | +10.6% | -27.9% | +38.5% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling