-54.3%
S vs BIDU
-55.1%
+0.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | -12.6% | -16.0% | +3.4% | -7.9% |
| 3M | +27.6% | -24.0% | +51.6% | +38.4% |
| 6M | +35.5% | -24.9% | +60.3% | +45.4% |
| YTD | +29.6% | -29.6% | +59.2% | +40.3% |
| 1Y | +8.1% | -15.2% | +23.3% | +6.5% |
| 3Y | +14.8% | -32.2% | +46.9% | +17.9% |
| 5Y | -70.6% | -43.8% | -26.8% | -69.1% |
| All | -54.3% | -55.1% | +0.9% | -59.1% |
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 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