+9.2%
Z vs BIDU
-53.5%
+62.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.2% | -9.5% | -10.2% |
| 7D | -2.3% | +1.1% | -3.3% | -2.5% |
| 30D | +9.4% | -8.7% | +18.0% | +12.8% |
| 3M | -16.1% | -28.5% | +12.4% | -6.5% |
| 6M | -30.4% | -37.0% | +6.6% | -20.1% |
| YTD | -55.6% | -39.2% | -16.4% | -49.1% |
| 1Y | -58.5% | -35.6% | -23.0% | -53.7% |
| 3Y | -19.6% | -27.5% | +7.9% | -19.6% |
| 5Y | -54.1% | -49.8% | -4.4% | -50.6% |
| 10Y | -12.1% | -52.6% | +40.5% | -12.3% |
| All | +9.2% | -53.5% | +62.7% | +9.8% |
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