+56.9%
ON vs BIDU
-42.3%
+99.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -1.9% | -2.4% | +0.6% | -1.0% |
| 30D | -11.0% | -16.0% | +4.9% | -5.7% |
| 3M | -39.3% | -24.0% | -15.3% | -33.5% |
| 6M | +19.8% | -24.9% | +44.7% | +31.4% |
| YTD | +31.1% | -29.6% | +60.6% | +45.8% |
| 1Y | +46.0% | -15.2% | +61.1% | +49.9% |
| 3Y | -27.5% | -32.2% | +4.7% | -22.8% |
| 5Y | +56.9% | -43.8% | +100.7% | +70.3% |
| All | +56.9% | -42.3% | +99.2% | +70.3% |
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 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