+144.1%
UMC vs BIDU
-44.1%
+188.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +9.0% | -8.1% | +17.1% | +11.1% |
| 30D | +17.2% | -12.8% | +30.1% | +20.9% |
| 3M | +11.4% | -21.3% | +32.7% | +17.6% |
| 6M | +137.5% | -27.0% | +164.5% | +153.4% |
| YTD | +193.1% | -30.0% | +223.2% | +214.1% |
| 1Y | +240.3% | -18.3% | +258.6% | +247.1% |
| 3Y | +262.2% | -33.8% | +296.0% | +277.1% |
| All | +144.1% | -44.1% | +188.2% | +146.8% |
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