-80.7%
RUN vs BIDU
-45.6%
-35.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.2% |
| 7D | -3.4% | -5.2% | +1.9% | -1.3% |
| 30D | -14.0% | -14.5% | +0.5% | -8.2% |
| 3M | -27.5% | -22.9% | -4.6% | -19.4% |
| 6M | -29.0% | -27.8% | -1.2% | -19.6% |
| YTD | -53.1% | -30.7% | -22.4% | -46.4% |
| 1Y | -46.7% | -15.8% | -30.9% | -45.5% |
| 3Y | -38.3% | -33.2% | -5.1% | -32.3% |
| 5Y | -80.7% | -44.8% | -35.9% | -76.7% |
| All | -80.7% | -45.6% | -35.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling