+497.3%
T vs BIDU
+1,407.1%
-909.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.3% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +11.4% | -10.5% | +21.8% | +12.3% |
| 3M | +14.3% | -26.2% | +40.5% | +17.0% |
| 6M | -9.3% | -16.4% | +7.1% | -8.5% |
| YTD | +7.1% | -23.9% | +31.0% | +8.6% |
| 1Y | -9.1% | +1.3% | -10.4% | -10.8% |
| 3Y | +105.3% | -32.1% | +137.4% | +106.3% |
| 5Y | +66.8% | -39.0% | +105.8% | +63.6% |
| 10Y | +66.8% | -44.0% | +110.8% | +56.8% |
| All | +497.3% | +1,407.1% | -909.8% | +290.2% |
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