+6.4%
SO vs BIDU
-40.0%
+46.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +0.7% |
| 30D | +7.8% | -5.4% | +13.2% | +7.5% |
| 3M | +2.9% | -24.7% | +27.6% | +1.4% |
| 6M | +2.5% | -45.3% | +47.8% | -0.5% |
| YTD | +10.3% | -39.0% | +49.2% | +7.7% |
| 1Y | +6.4% | -39.6% | +45.9% | +4.1% |
| All | +6.4% | -40.0% | +46.4% | +4.1% |
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