+9.0%
S vs BIDU
-17.0%
+26.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -1.1% |
| 30D | -12.6% | -16.0% | +3.4% | -11.8% |
| 3M | +27.6% | -24.0% | +51.6% | +29.1% |
| 6M | +35.5% | -24.9% | +60.3% | +35.9% |
| YTD | +29.6% | -29.6% | +59.2% | +30.3% |
| All | +9.0% | -17.0% | +26.0% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling