-4.5%
UPS vs BIDU
-27.4%
+22.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.8% |
| 7D | +3.8% | -4.6% | +8.3% | +4.3% |
| 30D | +17.4% | -4.5% | +21.9% | +17.8% |
| 3M | +8.2% | -25.4% | +33.6% | +11.1% |
| 6M | +17.9% | -48.1% | +66.0% | +25.5% |
| YTD | +18.7% | -40.2% | +58.9% | +23.4% |
| 1Y | +24.8% | -35.2% | +60.0% | +28.3% |
| 3Y | -4.5% | -27.1% | +22.6% | -6.7% |
| All | -4.5% | -27.4% | +22.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling