+208.7%
NRG vs BIDU
-34.3%
+243.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -4.7% | -8.1% | +3.4% | -3.0% |
| 30D | -6.0% | -12.8% | +6.9% | -3.4% |
| 3M | -8.0% | -21.3% | +13.3% | -3.7% |
| 6M | -23.2% | -27.0% | +3.8% | -19.2% |
| YTD | -28.1% | -30.0% | +2.0% | -23.8% |
| 1Y | -27.3% | -18.3% | -9.0% | -26.0% |
| 3Y | +208.7% | -33.8% | +242.5% | +218.1% |
| All | +208.7% | -34.3% | +243.0% | +218.1% |
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