+57.8%
T vs BIDU
-54.4%
+112.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +2.5% | -4.6% | +7.1% | +2.6% |
| 30D | -3.8% | -4.5% | +0.8% | -3.7% |
| 3M | -8.7% | -25.4% | +16.6% | -8.5% |
| 6M | -8.1% | -48.1% | +40.0% | -7.3% |
| YTD | -6.4% | -40.2% | +33.7% | -6.0% |
| 1Y | -9.8% | -35.2% | +25.5% | -9.5% |
| 3Y | +65.5% | -27.1% | +92.6% | +64.0% |
| All | +57.8% | -54.4% | +112.3% | +54.7% |
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 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