+203.4%
URI vs BIDU
-40.6%
+244.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.9% |
| 7D | -2.0% | +2.4% | -4.4% | -2.4% |
| 30D | -12.9% | -10.5% | -2.5% | -11.4% |
| 3M | -6.7% | -26.2% | +19.5% | -2.2% |
| 6M | +19.0% | -16.4% | +35.4% | +21.3% |
| YTD | +25.5% | -23.9% | +49.4% | +29.6% |
| 1Y | +5.5% | +1.3% | +4.3% | +2.0% |
| 3Y | +111.3% | -32.1% | +143.4% | +114.5% |
| All | +203.4% | -40.6% | +244.0% | +207.4% |
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