+591.5%
SO vs BIDU
+1,108.5%
-517.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +7.8% | -5.4% | +13.2% | +8.0% |
| 3M | +2.9% | -24.7% | +27.6% | +4.1% |
| 6M | +2.5% | -45.3% | +47.8% | +4.9% |
| YTD | +10.3% | -39.0% | +49.2% | +12.1% |
| 1Y | +6.4% | -39.6% | +45.9% | +8.1% |
| 3Y | +52.8% | -24.7% | +77.5% | +52.2% |
| 5Y | +78.7% | -52.3% | +131.0% | +79.0% |
| 10Y | +196.3% | -51.1% | +247.3% | +187.1% |
| All | +591.5% | +1,108.5% | -517.0% | +446.6% |
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