+6,060.1%
URI vs BIDU
+1,140.5%
+4,919.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.3% |
| 7D | -9.8% | +7.2% | -16.9% | -11.6% |
| 30D | +1.7% | -4.0% | +5.8% | +2.8% |
| 3M | -9.1% | -25.1% | +16.1% | -1.7% |
| 6M | +9.9% | -41.8% | +51.6% | +26.5% |
| YTD | +31.2% | -37.3% | +68.6% | +45.8% |
| 1Y | +25.9% | -35.6% | +61.5% | +38.1% |
| 3Y | +147.4% | -24.5% | +171.9% | +144.6% |
| 5Y | +179.7% | -48.3% | +228.0% | +182.0% |
| 10Y | +1,419.5% | -51.2% | +1,470.7% | +1,311.0% |
| All | +6,060.1% | +1,140.5% | +4,919.6% | +2,735.2% |
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