+46.6%
XLE vs BIDU
-40.0%
+86.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.3% |
| 7D | +4.4% | -2.3% | +6.7% | +4.2% |
| 30D | -4.3% | -7.3% | +3.0% | -4.7% |
| 3M | +6.0% | -26.0% | +32.0% | +4.2% |
| 6M | +13.2% | -44.5% | +57.7% | +10.1% |
| YTD | +46.7% | -40.6% | +87.3% | +44.1% |
| 1Y | +46.6% | -39.8% | +86.4% | +44.0% |
| All | +46.6% | -40.0% | +86.6% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling