+98.3%
USB vs BIDU
-30.8%
+129.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.3% | -0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +1.2% |
| 30D | -1.3% | -10.5% | +9.2% | -0.5% |
| 3M | +15.2% | -26.2% | +41.4% | +18.1% |
| 6M | +18.8% | -16.4% | +35.2% | +19.8% |
| YTD | +21.0% | -23.9% | +44.9% | +22.8% |
| 1Y | +34.0% | +1.3% | +32.7% | +30.4% |
| All | +98.3% | -30.8% | +129.1% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling