+22.0%
USB vs BIDU
-48.7%
+70.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.8% |
| 7D | 0.0% | +7.2% | -7.2% | -0.7% |
| 30D | +5.8% | -4.0% | +9.9% | +6.3% |
| 3M | -6.0% | -25.1% | +19.2% | -3.2% |
| 6M | +7.8% | -41.8% | +49.5% | +13.6% |
| YTD | +14.6% | -37.3% | +51.9% | +19.1% |
| 1Y | +31.8% | -35.6% | +67.3% | +36.2% |
| 3Y | +91.5% | -24.5% | +116.0% | +89.7% |
| All | +22.0% | -48.7% | +70.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling