+36.4%
UPS vs BIDU
-48.7%
+85.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -2.0% | -8.1% | +6.1% | -0.9% |
| 30D | -2.0% | -12.8% | +10.9% | -0.3% |
| 3M | -6.2% | -21.3% | +15.0% | -3.6% |
| 6M | +2.8% | -27.0% | +29.7% | +6.2% |
| YTD | +5.9% | -30.0% | +35.9% | +9.6% |
| 1Y | +26.2% | -18.3% | +44.5% | +26.9% |
| 3Y | -26.0% | -33.8% | +7.8% | -24.9% |
| 5Y | -34.3% | -44.3% | +10.0% | -34.6% |
| All | +36.4% | -48.7% | +85.0% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling