-6.5%
RUN vs BIDU
-27.4%
+20.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -13.5% | -4.6% | -9.0% | -11.6% |
| 30D | +18.3% | -4.5% | +22.8% | +20.9% |
| 3M | -12.5% | -25.4% | +12.9% | -0.9% |
| 6M | -40.3% | -48.1% | +7.8% | -21.0% |
| YTD | -53.1% | -40.2% | -12.9% | -42.9% |
| 1Y | -54.3% | -35.2% | -19.0% | -46.8% |
| 3Y | -6.5% | -27.1% | +20.6% | -3.1% |
| All | -6.5% | -27.4% | +20.9% | -3.1% |
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 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