-35.9%
RUN vs BIDU
-33.9%
-2.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -1.8% | -2.4% | +0.7% | -1.0% |
| 30D | -10.8% | -16.0% | +5.1% | -4.1% |
| 3M | -30.2% | -24.0% | -6.1% | -21.6% |
| 6M | -22.3% | -24.9% | +2.5% | -13.6% |
| YTD | -52.2% | -29.6% | -22.6% | -45.6% |
| 1Y | -45.1% | -15.2% | -29.9% | -44.9% |
| All | -35.9% | -33.9% | -2.0% | -29.7% |
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