-34.0%
Z vs BIDU
-30.8%
-3.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.9% |
| 7D | -3.0% | +2.4% | -5.4% | -3.5% |
| 30D | -4.2% | -10.5% | +6.3% | -2.4% |
| 3M | -3.7% | -26.2% | +22.5% | +1.5% |
| 6M | -24.5% | -16.4% | -8.1% | -22.7% |
| YTD | -49.3% | -23.9% | -25.4% | -47.5% |
| 1Y | -58.7% | +1.3% | -60.0% | -60.5% |
| All | -34.0% | -30.8% | -3.2% | -31.7% |
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