+1,737.4%
ULTA vs BIDU
+169.1%
+1,568.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -1.8% | -2.4% | +0.7% | -1.3% |
| 30D | -1.2% | -16.0% | +14.7% | +2.1% |
| 3M | +13.4% | -24.0% | +37.4% | +19.4% |
| 6M | -15.6% | -24.9% | +9.2% | -11.8% |
| YTD | -10.4% | -29.6% | +19.1% | -5.6% |
| 1Y | +5.5% | -15.2% | +20.6% | +5.4% |
| 3Y | +31.0% | -32.2% | +63.1% | +33.1% |
| 5Y | +41.8% | -43.8% | +85.6% | +38.8% |
| 10Y | +127.0% | -49.5% | +176.4% | +106.6% |
| All | +1,737.4% | +169.1% | +1,568.3% | +814.2% |
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