+25.8%
ON vs BIDU
-53.5%
+79.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -11.5% | -26.0% | +14.4% | -1.9% |
| 6M | -29.2% | -44.5% | +15.3% | -13.3% |
| YTD | +36.2% | -40.6% | +76.7% | +60.7% |
| 1Y | +49.6% | -39.8% | +89.4% | +75.0% |
| 3Y | +9.4% | -26.7% | +36.1% | +13.4% |
| 5Y | +25.8% | -54.5% | +80.3% | +36.7% |
| All | +25.8% | -53.5% | +79.3% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling