+1,023.0%
ORCL vs BIDU
+1,107.7%
-84.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -6.5% | +3.6% | -10.1% | -7.1% |
| 30D | -16.6% | -6.6% | -10.0% | -15.5% |
| 3M | -21.6% | -27.2% | +5.6% | -17.0% |
| 6M | -39.4% | -43.5% | +4.1% | -32.9% |
| YTD | -38.7% | -39.0% | +0.3% | -33.4% |
| 1Y | -50.4% | -39.8% | -10.6% | -46.1% |
| 3Y | +8.1% | -24.8% | +32.9% | +9.5% |
| 5Y | +34.5% | -50.7% | +85.2% | +38.5% |
| 10Y | +246.0% | -51.2% | +297.3% | +227.5% |
| All | +1,023.0% | +1,107.7% | -84.7% | +503.1% |
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