+649.0%
P vs BIDU
-51.7%
+700.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +4.2% |
| 7D | +17.8% | -2.3% | +20.2% | +18.6% |
| 30D | -29.9% | -7.3% | -22.6% | -28.2% |
| 3M | -1.2% | -26.0% | +24.8% | +7.5% |
| 6M | +32.1% | -44.5% | +76.7% | +55.7% |
| YTD | +64.3% | -40.6% | +104.9% | +88.9% |
| 1Y | +24.3% | -39.8% | +64.1% | +42.3% |
| 3Y | +203.2% | -26.7% | +229.9% | +210.1% |
| 5Y | +290.4% | -54.5% | +344.9% | +327.8% |
| All | +649.0% | -51.7% | +700.6% | +532.3% |
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 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