-32.7%
UPS vs BIDU
-54.4%
+21.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.9% |
| 3M | +8.2% | -25.4% | +33.6% | +11.6% |
| 6M | +17.9% | -48.1% | +66.0% | +26.5% |
| YTD | +18.7% | -40.2% | +58.9% | +24.4% |
| 1Y | +24.8% | -35.2% | +60.0% | +29.2% |
| 3Y | -4.5% | -27.1% | +22.6% | -5.0% |
| All | -32.7% | -54.4% | +21.7% | -32.0% |
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 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