-100.0%
QID vs BIDU
+1,013.0%
-1,113.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.2% | -3.0% |
| 7D | -2.7% | -2.4% | -0.3% | -3.7% |
| 30D | +1.8% | -15.6% | +17.4% | -5.4% |
| 3M | -2.2% | -22.3% | +20.1% | -11.7% |
| 6M | -32.1% | -22.3% | -9.9% | -37.2% |
| YTD | -28.6% | -29.2% | +0.6% | -36.0% |
| 1Y | -36.3% | -14.8% | -21.5% | -36.3% |
| 3Y | -74.4% | -31.8% | -42.6% | -74.7% |
| 5Y | -80.8% | -43.1% | -37.7% | -78.1% |
| 10Y | -99.1% | -50.6% | -48.5% | -98.7% |
| All | -100.0% | +1,013.0% | -1,113.0% | -99.8% |
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