+58.7%
SO vs BIDU
-44.5%
+103.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +1.0% |
| 7D | +1.0% | -2.4% | +3.5% | +1.0% |
| 30D | -3.2% | -15.6% | +12.4% | -3.2% |
| 3M | -1.7% | -22.3% | +20.6% | -1.7% |
| 6M | -7.2% | -22.3% | +15.1% | -7.2% |
| YTD | +4.6% | -29.2% | +33.7% | +4.6% |
| 1Y | +1.2% | -14.8% | +16.0% | +0.9% |
| 3Y | +45.3% | -31.8% | +77.1% | +44.9% |
| 5Y | +58.7% | -43.1% | +101.8% | +54.3% |
| All | +58.7% | -44.5% | +103.2% | +54.3% |
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