+261.5%
RF vs BIDU
-51.3%
+312.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -0.1% | +5.4% | -5.5% | -1.1% |
| 30D | +7.0% | -5.0% | +12.1% | +8.0% |
| 3M | -7.0% | -26.1% | +19.1% | -2.2% |
| 6M | +6.8% | -42.6% | +49.3% | +16.8% |
| YTD | +9.9% | -38.0% | +47.9% | +17.5% |
| 1Y | +21.1% | -35.7% | +56.8% | +28.2% |
| 3Y | +119.6% | -22.9% | +142.6% | +115.8% |
| 5Y | +46.2% | -49.9% | +96.0% | +48.6% |
| 10Y | +261.5% | -52.0% | +313.5% | +218.9% |
| All | +261.5% | -51.3% | +312.8% | +218.9% |
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