+2,036.1%
QQQ vs BIDU
+1,302.3%
+733.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +1.4% |
| 7D | +1.5% | -2.4% | +4.0% | +2.0% |
| 30D | -0.6% | -15.6% | +15.0% | +2.7% |
| 3M | +0.4% | -22.3% | +22.7% | +5.5% |
| 6M | +20.1% | -22.3% | +42.3% | +25.4% |
| YTD | +17.2% | -29.2% | +46.4% | +24.2% |
| 1Y | +24.7% | -14.8% | +39.5% | +25.7% |
| 3Y | +96.2% | -31.8% | +128.0% | +101.2% |
| 5Y | +94.4% | -43.1% | +137.5% | +95.1% |
| 10Y | +556.7% | -50.6% | +607.3% | +535.0% |
| All | +2,036.1% | +1,302.3% | +733.8% | +1,025.8% |
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