-8.6%
BIDU vs URA
-31.1%
+22.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.7% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | -10.5% | +7.4% | -17.9% | -13.2% |
| 3M | -26.2% | -8.4% | -17.8% | -24.0% |
| 6M | -16.4% | -12.7% | -3.7% | -12.7% |
| YTD | -23.9% | +7.8% | -31.7% | -27.6% |
| 1Y | +1.3% | +19.5% | -18.2% | -9.7% |
| 3Y | -32.1% | +116.4% | -148.5% | -56.0% |
| 5Y | -39.0% | +134.3% | -173.3% | -63.8% |
| 10Y | -44.0% | +359.3% | -403.3% | -77.3% |
| All | -8.6% | -31.1% | +22.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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