+1,282.4%
NSC vs BIDU
+1,140.5%
+142.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.3% |
| 7D | -6.6% | +7.2% | -13.8% | -7.7% |
| 30D | +2.2% | -4.0% | +6.2% | +2.8% |
| 3M | -6.2% | -25.1% | +18.9% | -1.9% |
| 6M | +1.7% | -41.8% | +43.5% | +10.3% |
| YTD | +12.2% | -37.3% | +49.6% | +19.2% |
| 1Y | +15.4% | -35.6% | +51.0% | +21.6% |
| 3Y | +73.3% | -24.5% | +97.8% | +71.9% |
| 5Y | +24.7% | -48.3% | +72.9% | +24.4% |
| 10Y | +324.5% | -51.2% | +375.7% | +297.7% |
| All | +1,282.4% | +1,140.5% | +142.0% | +686.5% |
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