+33.0%
USB vs BIDU
-37.7%
+70.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | +0.8% | +5.4% | -4.6% | +0.6% |
| 30D | +6.8% | -5.0% | +11.8% | +6.9% |
| 3M | -3.8% | -26.1% | +22.4% | -3.2% |
| 6M | +11.7% | -42.6% | +54.3% | +13.0% |
| YTD | +17.5% | -38.0% | +55.5% | +18.0% |
| All | +33.0% | -37.7% | +70.7% | +33.6% |
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