-34.5%
UPS vs BIDU
-45.6%
+11.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +0.9% |
| 7D | -3.4% | -5.2% | +1.8% | -2.9% |
| 30D | -2.7% | -14.5% | +11.7% | -1.2% |
| 3M | -1.6% | -22.9% | +21.2% | +0.9% |
| 6M | +2.3% | -27.8% | +30.2% | +5.4% |
| YTD | +5.6% | -30.7% | +36.2% | +8.8% |
| 1Y | +27.1% | -15.8% | +42.9% | +26.9% |
| 3Y | -26.3% | -33.2% | +6.9% | -25.8% |
| 5Y | -34.5% | -44.8% | +10.3% | -36.3% |
| All | -34.5% | -45.6% | +11.1% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling