-53.2%
S vs BIDU
-51.5%
-1.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.9% |
| 7D | -7.7% | +2.4% | -10.1% | -8.5% |
| 30D | -5.3% | -10.5% | +5.1% | -2.3% |
| 3M | +20.3% | -26.2% | +46.5% | +31.8% |
| 6M | +47.4% | -16.4% | +63.8% | +52.6% |
| YTD | +32.5% | -23.9% | +56.4% | +39.9% |
| 1Y | +9.5% | +1.3% | +8.2% | +1.0% |
| 3Y | +15.5% | -32.1% | +47.6% | +19.9% |
| 5Y | -71.2% | -39.0% | -32.2% | -70.5% |
| All | -53.2% | -51.5% | -1.7% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling