+79.7%
RF vs BIDU
+1,407.1%
-1,327.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.1% | -1.1% |
| 7D | +1.3% | +2.4% | -1.1% | +0.7% |
| 30D | -3.6% | -10.5% | +6.9% | -1.3% |
| 3M | +8.1% | -26.2% | +34.3% | +15.6% |
| 6M | +11.5% | -16.4% | +27.9% | +14.4% |
| YTD | +15.6% | -23.9% | +39.4% | +20.6% |
| 1Y | +15.7% | +1.3% | +14.4% | +10.4% |
| 3Y | +86.9% | -32.1% | +119.0% | +90.1% |
| 5Y | +89.8% | -39.0% | +128.8% | +80.9% |
| 10Y | +344.7% | -44.0% | +388.7% | +290.5% |
| All | +79.7% | +1,407.1% | -1,327.4% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling