+559.3%
ROKU vs BIDU
-61.7%
+620.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.4% | -8.1% | +7.7% | +3.1% |
| 30D | +2.1% | -12.8% | +14.9% | +7.3% |
| 3M | +29.5% | -21.3% | +50.8% | +41.3% |
| 6M | +53.8% | -27.0% | +80.8% | +71.1% |
| YTD | +42.8% | -30.0% | +72.9% | +59.8% |
| 1Y | +60.7% | -18.3% | +79.0% | +64.0% |
| 3Y | +83.9% | -33.8% | +117.7% | +96.3% |
| 5Y | -52.8% | -44.3% | -8.5% | -48.0% |
| All | +559.3% | -61.7% | +620.9% | +633.1% |
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