-17.5%
RUN vs BIDU
-42.1%
+24.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -2.2% |
| 7D | +1.3% | +2.4% | -1.2% | +0.1% |
| 30D | -15.3% | -10.5% | -4.8% | -11.3% |
| 3M | -40.0% | -26.2% | -13.8% | -32.0% |
| 6M | -27.0% | -16.4% | -10.6% | -22.6% |
| YTD | -51.7% | -23.9% | -27.8% | -47.0% |
| 1Y | -45.9% | +1.3% | -47.2% | -48.8% |
| 3Y | -43.8% | -32.1% | -11.7% | -38.2% |
| 5Y | -80.5% | -39.0% | -41.5% | -79.1% |
| 10Y | +45.3% | -44.0% | +89.3% | +48.0% |
| All | -17.5% | -42.1% | +24.6% | -14.8% |
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