+1,214.3%
ON vs BIDU
+1,076.2%
+138.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | -11.5% | -26.0% | +14.4% | -2.3% |
| 6M | -29.2% | -44.5% | +15.3% | -14.0% |
| YTD | +36.2% | -40.6% | +76.7% | +59.8% |
| 1Y | +49.6% | -39.8% | +89.4% | +74.0% |
| 3Y | +9.4% | -26.7% | +36.1% | +14.2% |
| 5Y | +25.8% | -54.5% | +80.3% | +43.3% |
| 10Y | +557.1% | -52.4% | +609.5% | +601.3% |
| All | +1,214.3% | +1,076.2% | +138.0% | +590.8% |
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