-2.5%
SLB vs BIDU
-50.4%
+47.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.2% | +0.6% |
| 7D | +0.4% | -2.4% | +2.9% | +0.8% |
| 30D | +13.6% | -15.6% | +29.2% | +16.9% |
| 3M | +1.5% | -22.3% | +23.8% | +5.8% |
| 6M | +23.0% | -22.3% | +45.3% | +27.3% |
| YTD | +51.2% | -29.2% | +80.4% | +58.6% |
| 1Y | +63.5% | -14.8% | +78.3% | +63.8% |
| 3Y | +2.5% | -31.8% | +34.3% | +4.4% |
| 5Y | +139.2% | -43.1% | +182.3% | +138.2% |
| All | -2.5% | -50.4% | +47.8% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling