+652.6%
P vs BIDU
-52.8%
+705.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -13.3% | +3.6% | -16.9% | -14.3% |
| 30D | -34.0% | -6.6% | -27.4% | -32.6% |
| 3M | +4.1% | -27.2% | +31.3% | +13.7% |
| 6M | +30.5% | -43.5% | +74.0% | +53.2% |
| YTD | +52.2% | -39.0% | +91.2% | +73.7% |
| 1Y | +10.3% | -39.8% | +50.0% | +26.2% |
| 3Y | +180.9% | -24.8% | +205.6% | +185.0% |
| 5Y | +259.7% | -50.7% | +310.4% | +281.8% |
| 10Y | +652.6% | -51.2% | +703.9% | +549.4% |
| All | +652.6% | -52.8% | +705.4% | +549.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling