+160.3%
W vs BIDU
-23.6%
+184.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.1% |
| 7D | +1.1% | +3.6% | -2.5% | -0.2% |
| 30D | +6.4% | -6.6% | +13.0% | +9.3% |
| 3M | +9.0% | -27.2% | +36.2% | +22.2% |
| 6M | +69.8% | -43.5% | +113.3% | +107.5% |
| YTD | +12.1% | -39.0% | +51.1% | +31.0% |
| 1Y | 0.0% | -39.8% | +39.8% | +17.1% |
| 3Y | +160.3% | -24.8% | +185.1% | +165.3% |
| All | +160.3% | -23.6% | +184.0% | +165.3% |
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 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