-22.7%
U vs BIDU
-37.3%
+14.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.9% |
| 7D | +2.6% | -4.6% | +7.1% | +4.8% |
| 30D | +27.6% | -4.5% | +32.1% | +30.4% |
| 3M | +15.3% | -25.4% | +40.7% | +30.7% |
| 6M | +96.4% | -48.1% | +144.5% | +161.4% |
| YTD | +19.6% | -40.2% | +59.8% | +46.9% |
| 1Y | +42.1% | -35.2% | +77.3% | +67.6% |
| 3Y | +87.5% | -27.1% | +114.7% | +93.3% |
| 5Y | -73.1% | -54.2% | -19.0% | -67.4% |
| All | -22.7% | -37.3% | +14.6% | +12.8% |
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