+32.6%
USB vs BIDU
-38.7%
+71.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +1.4% | +3.6% | -2.1% | +1.3% |
| 30D | +6.4% | -6.6% | +13.0% | +6.6% |
| 3M | -4.5% | -27.2% | +22.7% | -3.8% |
| 6M | +11.4% | -43.5% | +54.9% | +12.7% |
| YTD | +17.1% | -39.0% | +56.1% | +17.6% |
| 1Y | +32.6% | -39.8% | +72.4% | +33.3% |
| All | +32.6% | -38.7% | +71.3% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling