+38.1%
Q vs BIDU
-38.7%
+76.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +1.2% | -4.6% | +5.7% | +2.5% |
| 30D | -2.7% | -4.5% | +1.9% | -1.4% |
| 3M | -16.9% | -25.4% | +8.4% | -10.5% |
| 6M | -26.9% | -48.1% | +21.2% | -13.0% |
| YTD | +45.2% | -40.2% | +85.4% | +63.8% |
| 1Y | +38.1% | -35.2% | +73.4% | +54.5% |
| All | +38.1% | -38.7% | +76.9% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling