+45.3%
SO vs BIDU
-32.1%
+77.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +0.8% |
| 7D | +1.0% | -2.4% | +3.5% | +1.0% |
| 30D | -3.2% | -15.6% | +12.4% | -3.5% |
| 3M | -1.7% | -22.3% | +20.6% | -2.1% |
| 6M | -7.2% | -22.3% | +15.1% | -7.5% |
| YTD | +4.6% | -29.2% | +33.7% | +4.0% |
| 1Y | +1.2% | -14.8% | +16.0% | +0.5% |
| 3Y | +45.3% | -31.8% | +77.1% | +44.7% |
| All | +45.3% | -32.1% | +77.3% | +44.7% |
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 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