+1,323.6%
NSC vs BIDU
+1,407.1%
-83.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.2% |
| 7D | -5.5% | +2.4% | -7.9% | -5.9% |
| 30D | -3.2% | -10.5% | +7.3% | -1.6% |
| 3M | +7.7% | -26.2% | +33.9% | +12.7% |
| 6M | +4.5% | -16.4% | +20.9% | +6.5% |
| YTD | +15.6% | -23.9% | +39.4% | +19.0% |
| 1Y | +19.8% | +1.3% | +18.6% | +16.2% |
| 3Y | +70.1% | -32.1% | +102.2% | +72.5% |
| 5Y | +46.1% | -39.0% | +85.1% | +41.7% |
| 10Y | +328.1% | -44.0% | +372.1% | +292.8% |
| All | +1,323.6% | +1,407.1% | -83.5% | +685.1% |
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 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