-23.8%
QS vs BIDU
-34.3%
+10.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -3.6% | -8.1% | +4.5% | +0.4% |
| 30D | -17.2% | -12.8% | -4.4% | -11.7% |
| 3M | -27.0% | -21.3% | -5.7% | -18.1% |
| 6M | -24.6% | -27.0% | +2.4% | -12.2% |
| YTD | -49.3% | -30.0% | -19.3% | -39.6% |
| 1Y | -40.3% | -18.3% | -22.1% | -35.6% |
| 3Y | -23.8% | -33.8% | +10.0% | -12.4% |
| All | -23.8% | -34.3% | +10.5% | -12.4% |
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