+167.0%
OXY vs BIDU
+1,302.3%
-1,135.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +2.6% |
| 7D | -0.5% | -2.4% | +1.9% | -0.1% |
| 30D | +8.5% | -15.6% | +24.1% | +12.1% |
| 3M | +6.0% | -22.3% | +28.3% | +11.1% |
| 6M | +13.0% | -22.3% | +35.2% | +16.6% |
| YTD | +48.9% | -29.2% | +78.0% | +56.1% |
| 1Y | +36.4% | -14.8% | +51.2% | +35.4% |
| 3Y | -2.3% | -31.8% | +29.5% | -1.4% |
| 5Y | +160.6% | -43.1% | +203.7% | +153.6% |
| 10Y | +2.0% | -50.6% | +52.6% | -3.3% |
| All | +167.0% | +1,302.3% | -1,135.2% | +33.2% |
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