-39.0%
U vs BIDU
-20.2%
-18.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.9% |
| 7D | -3.8% | +2.4% | -6.2% | -4.9% |
| 30D | +17.5% | -10.5% | +27.9% | +22.4% |
| 3M | +38.7% | -26.2% | +64.9% | +57.4% |
| 6M | +104.4% | -16.4% | +120.8% | +115.7% |
| YTD | -5.7% | -23.9% | +18.2% | +3.8% |
| 1Y | +3.7% | +1.3% | +2.4% | -2.6% |
| 3Y | +12.3% | -32.1% | +44.4% | +22.3% |
| 5Y | -68.8% | -39.0% | -29.9% | -66.6% |
| All | -39.0% | -20.2% | -18.9% | -20.3% |
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