+53.8%
S vs BIDU
-24.2%
+78.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.1% | +8.2% |
| 7D | +1.6% | +5.4% | -3.8% | +0.8% |
| 30D | -10.5% | -5.0% | -5.4% | -9.8% |
| 3M | +9.9% | -26.1% | +36.0% | +14.0% |
| 6M | +41.8% | -42.6% | +84.3% | +51.3% |
| YTD | +56.8% | -38.0% | +94.8% | +64.1% |
| 1Y | +39.0% | -35.7% | +74.7% | +44.4% |
| 3Y | +53.8% | -22.9% | +76.8% | +52.0% |
| All | +53.8% | -24.2% | +78.0% | +52.0% |
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