-47.8%
S vs BIDU
-61.9%
+14.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.0% | -4.6% | +6.5% | +3.6% |
| 30D | -2.7% | -4.5% | +1.8% | -1.2% |
| 3M | -6.9% | -25.4% | +18.5% | +2.0% |
| 6M | +38.1% | -48.1% | +86.1% | +69.4% |
| YTD | +48.0% | -40.2% | +88.2% | +69.2% |
| 1Y | +34.5% | -35.2% | +69.7% | +48.0% |
| 3Y | +38.3% | -27.1% | +65.4% | +34.3% |
| 5Y | -70.9% | -54.2% | -16.7% | -67.2% |
| All | -47.8% | -61.9% | +14.1% | -50.7% |
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 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