+978.5%
UMC vs BIDU
+1,294.4%
-315.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.1% |
| 7D | +13.6% | -2.4% | +16.1% | +14.2% |
| 30D | +20.8% | -16.0% | +36.7% | +26.2% |
| 3M | +16.1% | -24.0% | +40.2% | +24.8% |
| 6M | +137.3% | -24.9% | +162.2% | +153.7% |
| YTD | +193.8% | -29.6% | +223.3% | +217.5% |
| 1Y | +236.1% | -15.2% | +251.2% | +240.4% |
| 3Y | +267.1% | -32.2% | +299.3% | +279.0% |
| 5Y | +145.3% | -43.8% | +189.0% | +148.8% |
| 10Y | +1,857.3% | -49.5% | +1,906.8% | +1,757.0% |
| All | +978.5% | +1,294.4% | -315.9% | +275.9% |
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