+549.3%
SO vs BIDU
+1,407.1%
-857.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | -4.6% | -10.5% | +5.9% | -4.2% |
| 3M | -3.0% | -26.2% | +23.2% | -1.9% |
| 6M | -8.3% | -16.4% | +8.1% | -7.8% |
| YTD | +3.5% | -23.9% | +27.4% | +4.3% |
| 1Y | -0.9% | +1.3% | -2.2% | -1.8% |
| 3Y | +45.4% | -32.1% | +77.4% | +45.8% |
| 5Y | +59.6% | -39.0% | +98.6% | +58.1% |
| 10Y | +156.6% | -44.0% | +200.7% | +147.7% |
| All | +549.3% | +1,407.1% | -857.8% | +408.6% |
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