+6.5%
Z vs BIDU
-52.1%
+58.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.5% | -3.5% |
| 7D | -4.6% | +7.2% | -11.7% | -6.7% |
| 30D | +8.3% | -4.0% | +12.3% | +9.8% |
| 3M | -11.6% | -25.1% | +13.5% | -3.1% |
| 6M | -33.6% | -41.8% | +8.1% | -21.6% |
| YTD | -56.7% | -37.3% | -19.3% | -50.9% |
| 1Y | -59.1% | -35.6% | -23.6% | -54.4% |
| 3Y | -20.4% | -24.5% | +4.1% | -21.5% |
| 5Y | -55.3% | -48.3% | -7.0% | -52.3% |
| 10Y | -14.2% | -51.2% | +37.0% | -15.3% |
| All | +6.5% | -52.1% | +58.6% | +6.0% |
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