+336.7%
RF vs BIDU
-51.1%
+387.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | +0.1% |
| 7D | +2.7% | -2.4% | +5.1% | +3.1% |
| 30D | -3.4% | -15.6% | +12.3% | -0.7% |
| 3M | +6.4% | -22.3% | +28.6% | +10.7% |
| 6M | +13.4% | -22.3% | +35.7% | +17.0% |
| YTD | +14.2% | -29.2% | +43.4% | +19.4% |
| 1Y | +15.7% | -14.8% | +30.5% | +15.4% |
| 3Y | +91.3% | -31.8% | +123.1% | +94.0% |
| 5Y | +89.8% | -43.1% | +132.9% | +88.3% |
| 10Y | +336.7% | -50.6% | +387.3% | +271.8% |
| All | +336.7% | -51.1% | +387.7% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling