+85.6%
SLB vs BIDU
+1,108.5%
-1,022.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -1.2% | -0.8% | -0.3% | -1.0% |
| 30D | +4.5% | -5.4% | +9.9% | +5.6% |
| 3M | -4.6% | -24.7% | +20.1% | +1.1% |
| 6M | -6.3% | -45.3% | +39.0% | +5.8% |
| YTD | +35.0% | -39.0% | +73.9% | +47.2% |
| 1Y | +38.8% | -39.6% | +78.4% | +51.2% |
| 3Y | +3.3% | -24.7% | +28.0% | +3.1% |
| 5Y | +73.6% | -52.3% | +125.9% | +77.0% |
| 10Y | -14.2% | -51.1% | +36.8% | -20.1% |
| All | +85.6% | +1,108.5% | -1,022.9% | -8.4% |
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