+2,584.9%
UNP vs BIDU
+1,076.2%
+1,508.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.1% |
| 7D | +2.1% | -2.3% | +4.4% | +2.5% |
| 30D | +7.7% | -7.3% | +15.0% | +9.0% |
| 3M | +4.0% | -26.0% | +30.0% | +9.0% |
| 6M | +15.7% | -44.5% | +60.2% | +26.5% |
| YTD | +33.5% | -40.6% | +74.1% | +43.0% |
| 1Y | +38.9% | -39.8% | +78.7% | +48.0% |
| 3Y | +53.7% | -26.7% | +80.4% | +53.0% |
| 5Y | +40.4% | -54.5% | +94.9% | +43.2% |
| 10Y | +291.1% | -52.4% | +343.5% | +265.9% |
| All | +2,584.9% | +1,076.2% | +1,508.7% | +1,347.7% |
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