+92.5%
USB vs BIDU
-28.0%
+120.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -1.5% | +1.1% | -2.5% | -1.5% |
| 30D | +4.3% | -8.7% | +13.0% | +5.0% |
| 3M | -6.1% | -28.5% | +22.4% | -3.8% |
| 6M | +9.4% | -37.0% | +46.4% | +12.7% |
| YTD | +15.2% | -39.2% | +54.3% | +18.5% |
| 1Y | +32.8% | -35.6% | +68.3% | +35.6% |
| All | +92.5% | -28.0% | +120.5% | +89.3% |
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 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