+2,445.9%
UNP vs BIDU
+1,302.3%
+1,143.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -1.1% | -15.6% | +14.5% | +1.5% |
| 3M | +7.9% | -22.3% | +30.2% | +12.0% |
| 6M | +14.6% | -22.3% | +36.9% | +18.1% |
| YTD | +26.6% | -29.2% | +55.8% | +31.8% |
| 1Y | +35.6% | -14.8% | +50.4% | +35.5% |
| 3Y | +45.5% | -31.8% | +77.3% | +47.1% |
| 5Y | +50.0% | -43.1% | +93.1% | +46.9% |
| 10Y | +271.8% | -50.6% | +322.5% | +247.4% |
| All | +2,445.9% | +1,302.3% | +1,143.6% | +1,235.0% |
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