+116.9%
RF vs BIDU
-27.9%
+144.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +0.4% | -2.3% | +2.7% | +0.5% |
| 30D | +5.6% | -7.3% | +12.8% | +6.1% |
| 3M | -8.9% | -26.0% | +17.1% | -7.0% |
| 6M | +7.1% | -44.5% | +51.6% | +11.3% |
| YTD | +8.3% | -40.6% | +48.9% | +11.5% |
| 1Y | +16.8% | -39.8% | +56.6% | +20.0% |
| All | +116.9% | -27.9% | +144.7% | +116.2% |
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