+20.2%
RF vs BIDU
-37.7%
+57.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | -0.1% | +5.4% | -5.5% | -0.4% |
| 30D | +7.0% | -5.0% | +12.1% | +7.2% |
| 3M | -7.0% | -26.1% | +19.1% | -5.9% |
| 6M | +6.8% | -42.6% | +49.3% | +9.0% |
| YTD | +9.9% | -38.0% | +47.9% | +11.2% |
| All | +20.2% | -37.7% | +57.9% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling