+29.7%
Q vs BIDU
-28.4%
+58.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.0% | +9.3% | +4.3% |
| 7D | +6.7% | -2.4% | +9.2% | +7.3% |
| 30D | -10.6% | -15.6% | +5.0% | -6.4% |
| 3M | -14.6% | -22.3% | +7.7% | -8.3% |
| 6M | +12.1% | -22.3% | +34.3% | +17.4% |
| YTD | +51.3% | -29.2% | +80.4% | +63.5% |
| All | +29.7% | -28.4% | +58.0% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling