+163.9%
XLE vs BIDU
-52.8%
+216.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.7% |
| 7D | -6.7% | +3.6% | -10.3% | -7.2% |
| 30D | -4.4% | -6.6% | +2.2% | -3.6% |
| 3M | +4.0% | -27.2% | +31.2% | +8.2% |
| 6M | +13.2% | -43.5% | +56.6% | +21.6% |
| YTD | +41.9% | -39.0% | +80.9% | +49.5% |
| 1Y | +41.6% | -39.8% | +81.4% | +49.1% |
| 3Y | +64.0% | -24.8% | +88.7% | +61.6% |
| 5Y | +158.1% | -50.7% | +208.8% | +159.9% |
| 10Y | +163.9% | -51.2% | +215.2% | +129.9% |
| All | +163.9% | -52.8% | +216.8% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling