+40.3%
RUN vs BIDU
-48.7%
+89.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -3.7% | -8.1% | +4.4% | -0.1% |
| 30D | -13.0% | -12.8% | -0.2% | -7.8% |
| 3M | -31.8% | -21.3% | -10.5% | -24.5% |
| 6M | -32.2% | -27.0% | -5.3% | -23.3% |
| YTD | -53.5% | -30.0% | -23.4% | -46.7% |
| 1Y | -46.5% | -18.3% | -28.3% | -44.4% |
| 3Y | -37.6% | -33.8% | -3.8% | -30.4% |
| 5Y | -80.9% | -44.3% | -36.5% | -78.7% |
| All | +40.3% | -48.7% | +89.0% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling