-44.0%
S vs BIDU
-61.1%
+17.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.2% | -0.8% | +2.1% | +1.5% |
| 30D | -7.3% | -5.4% | -1.9% | -5.6% |
| 3M | +5.9% | -24.7% | +30.6% | +15.6% |
| 6M | +45.6% | -45.3% | +90.9% | +75.3% |
| YTD | +58.5% | -39.0% | +97.5% | +79.9% |
| 1Y | +37.6% | -39.6% | +77.2% | +55.5% |
| 3Y | +51.7% | -24.7% | +76.4% | +45.4% |
| 5Y | -67.5% | -52.3% | -15.2% | -63.8% |
| All | -44.0% | -61.1% | +17.1% | -47.6% |
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