+652.5%
NRG vs BIDU
+1,272.6%
-620.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.9% |
| 7D | -0.2% | -5.2% | +5.1% | +0.8% |
| 30D | -6.8% | -14.5% | +7.7% | -4.3% |
| 3M | -7.1% | -22.9% | +15.8% | -3.1% |
| 6M | -27.6% | -27.8% | +0.3% | -24.0% |
| YTD | -29.2% | -30.7% | +1.5% | -25.3% |
| 1Y | -29.9% | -15.8% | -14.1% | -29.0% |
| 3Y | +198.7% | -33.2% | +231.9% | +207.5% |
| 5Y | +192.9% | -44.8% | +237.7% | +192.7% |
| 10Y | +1,084.1% | -50.3% | +1,134.4% | +1,023.8% |
| All | +652.5% | +1,272.6% | -620.1% | +330.6% |
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