+46.4%
RF vs BIDU
-54.4%
+100.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.2% |
| 7D | +1.9% | -4.6% | +6.5% | +2.5% |
| 30D | +7.3% | -4.5% | +11.9% | +7.9% |
| 3M | -7.9% | -25.4% | +17.4% | -5.0% |
| 6M | +10.5% | -48.1% | +58.6% | +18.5% |
| YTD | +9.6% | -40.2% | +49.8% | +14.9% |
| 1Y | +20.3% | -35.2% | +55.5% | +24.6% |
| 3Y | +119.5% | -27.1% | +146.6% | +118.3% |
| All | +46.4% | -54.4% | +100.8% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling