-26.6%
U vs BIDU
-37.7%
+11.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +2.3% |
| 7D | +2.8% | -2.3% | +5.2% | +4.0% |
| 30D | +7.6% | -7.3% | +14.9% | +11.6% |
| 3M | +12.7% | -26.0% | +38.6% | +28.1% |
| 6M | +87.0% | -44.5% | +131.5% | +140.6% |
| YTD | +13.6% | -40.6% | +54.2% | +40.0% |
| 1Y | +25.3% | -39.8% | +65.1% | +53.2% |
| 3Y | +85.8% | -26.7% | +112.5% | +90.9% |
| 5Y | -74.5% | -54.5% | -20.0% | -69.0% |
| All | -26.6% | -37.7% | +11.1% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling