+2,569.4%
UNP vs BIDU
+1,083.9%
+1,485.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | +4.2% | -4.6% | +8.8% | +5.0% |
| 30D | +5.6% | -4.5% | +10.1% | +6.3% |
| 3M | +2.0% | -25.4% | +27.4% | +6.7% |
| 6M | +15.4% | -48.1% | +63.5% | +27.7% |
| YTD | +32.7% | -40.2% | +72.9% | +42.0% |
| 1Y | +39.4% | -35.2% | +74.7% | +46.7% |
| 3Y | +54.3% | -27.1% | +81.4% | +53.8% |
| 5Y | +39.6% | -54.2% | +93.8% | +42.2% |
| 10Y | +288.9% | -52.0% | +340.9% | +263.4% |
| All | +2,569.4% | +1,083.9% | +1,485.4% | +1,337.7% |
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