-62.1%
W vs BIDU
-44.5%
-17.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +3.9% |
| 7D | +6.5% | -2.4% | +8.9% | +7.5% |
| 30D | -6.2% | -15.6% | +9.4% | +1.1% |
| 3M | +48.9% | -22.3% | +71.2% | +65.7% |
| 6M | +31.2% | -22.3% | +53.5% | +43.3% |
| YTD | -0.4% | -29.2% | +28.7% | +13.0% |
| 1Y | +14.8% | -14.8% | +29.6% | +14.2% |
| 3Y | +40.5% | -31.8% | +72.3% | +50.9% |
| 5Y | -62.1% | -43.1% | -19.0% | -57.2% |
| All | -62.1% | -44.5% | -17.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling