-10.2%
UL vs BIDU
-16.8%
+6.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.7% |
| 7D | -3.4% | -8.1% | +4.7% | -3.8% |
| 30D | +0.5% | -12.8% | +13.3% | -0.1% |
| 3M | +7.2% | -21.3% | +28.5% | +6.1% |
| 6M | -3.1% | -27.0% | +23.9% | -4.3% |
| YTD | -2.7% | -30.0% | +27.3% | -4.3% |
| 1Y | -10.2% | -18.3% | +8.0% | -11.3% |
| All | -10.2% | -16.8% | +6.6% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling