+469.1%
P vs BIDU
-45.2%
+514.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.7% |
| 7D | -23.8% | +7.2% | -31.0% | -25.4% |
| 30D | -36.6% | -4.0% | -32.6% | -35.8% |
| 3M | +10.9% | -25.1% | +36.0% | +19.8% |
| 6M | +30.0% | -41.8% | +71.8% | +50.7% |
| YTD | +44.4% | -37.3% | +81.7% | +63.0% |
| 1Y | +3.9% | -35.6% | +39.5% | +16.3% |
| 3Y | +176.6% | -24.5% | +201.1% | +180.7% |
| 5Y | +249.3% | -48.3% | +297.5% | +264.2% |
| 10Y | +726.9% | -51.2% | +778.1% | +671.5% |
| All | +469.1% | -45.2% | +514.3% | +440.2% |
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