+46.9%
ULTA vs BIDU
-44.1%
+90.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | -3.1% | -8.1% | +5.0% | -2.1% |
| 30D | +2.8% | -12.8% | +15.6% | +4.2% |
| 3M | +14.8% | -21.3% | +36.1% | +17.6% |
| 6M | -16.2% | -27.0% | +10.7% | -13.8% |
| YTD | -9.6% | -30.0% | +20.4% | -6.9% |
| 1Y | +4.8% | -18.3% | +23.0% | +5.1% |
| 3Y | +30.7% | -33.8% | +64.5% | +31.9% |
| All | +46.9% | -44.1% | +90.9% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling