-71.5%
S vs BIDU
-44.5%
-27.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | +0.1% |
| 7D | -5.8% | -2.4% | -3.4% | -5.1% |
| 30D | -9.2% | -15.6% | +6.4% | -4.4% |
| 3M | +23.4% | -22.3% | +45.7% | +33.1% |
| 6M | +36.9% | -22.3% | +59.2% | +45.4% |
| YTD | +29.5% | -29.2% | +58.7% | +40.2% |
| 1Y | +5.4% | -14.8% | +20.2% | +3.6% |
| 3Y | +14.7% | -31.8% | +46.5% | +17.6% |
| 5Y | -71.5% | -43.1% | -28.4% | -69.7% |
| All | -71.5% | -44.5% | -27.1% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling