+14.7%
S vs BIDU
-32.1%
+46.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -1.3% |
| 7D | -5.8% | -2.4% | -3.4% | -5.5% |
| 30D | -9.2% | -15.6% | +6.4% | -7.2% |
| 3M | +23.4% | -22.3% | +45.7% | +27.4% |
| 6M | +36.9% | -22.3% | +59.2% | +40.3% |
| YTD | +29.5% | -29.2% | +58.7% | +33.8% |
| 1Y | +5.4% | -14.8% | +20.2% | +4.3% |
| 3Y | +14.7% | -31.8% | +46.5% | +24.5% |
| All | +14.7% | -32.1% | +46.8% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling