+78.2%
U vs BIDU
-27.9%
+106.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +2.0% |
| 7D | +2.8% | -2.3% | +5.2% | +3.7% |
| 30D | +7.6% | -7.3% | +14.9% | +10.5% |
| 3M | +12.7% | -26.0% | +38.6% | +23.9% |
| 6M | +87.0% | -44.5% | +131.5% | +126.2% |
| YTD | +13.6% | -40.6% | +54.2% | +33.6% |
| 1Y | +25.3% | -39.8% | +65.1% | +46.4% |
| All | +78.2% | -27.9% | +106.0% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling