-73.2%
USO vs BIDU
+1,533.7%
-1,606.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.0% | +9.8% | +3.8% |
| 7D | +3.6% | -2.4% | +6.0% | +3.8% |
| 30D | +23.8% | -15.6% | +39.4% | +26.3% |
| 3M | +8.1% | -22.3% | +30.3% | +11.2% |
| 6M | +34.3% | -22.3% | +56.5% | +36.7% |
| YTD | +111.1% | -29.2% | +140.3% | +117.1% |
| 1Y | +99.9% | -14.8% | +114.7% | +98.8% |
| 3Y | +86.5% | -31.8% | +118.3% | +87.1% |
| 5Y | +200.5% | -43.1% | +243.6% | +193.0% |
| 10Y | +66.5% | -50.6% | +117.2% | +55.7% |
| All | -73.2% | +1,533.7% | -1,606.9% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling