+180.4%
UPS vs BIDU
+1,407.1%
-1,226.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.2% | -1.7% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | -3.5% | -10.5% | +7.0% | -2.2% |
| 3M | -5.7% | -26.2% | +20.5% | -2.2% |
| 6M | -4.4% | -16.4% | +12.0% | -2.9% |
| YTD | +8.0% | -23.9% | +31.9% | +10.6% |
| 1Y | +29.0% | +1.3% | +27.8% | +26.1% |
| 3Y | -27.7% | -32.1% | +4.4% | -26.7% |
| 5Y | -34.3% | -39.0% | +4.6% | -35.4% |
| 10Y | +37.8% | -44.0% | +81.8% | +30.2% |
| All | +180.4% | +1,407.1% | -1,226.7% | +76.1% |
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