+33.9%
USB vs BIDU
-38.7%
+72.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.6% | -4.6% | +7.1% | +2.7% |
| 30D | +8.4% | -4.5% | +13.0% | +8.5% |
| 3M | -5.5% | -25.4% | +19.8% | -5.0% |
| 6M | +17.7% | -48.1% | +65.8% | +19.0% |
| YTD | +17.6% | -40.2% | +57.8% | +18.1% |
| 1Y | +33.9% | -35.2% | +69.1% | +34.1% |
| All | +33.9% | -38.7% | +72.6% | +34.1% |
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 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