+218.0%
XLE vs BIDU
-40.6%
+258.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -4.9% | -1.1% |
| 7D | +2.2% | +2.4% | -0.2% | +2.0% |
| 30D | +11.8% | -10.5% | +22.3% | +12.5% |
| 3M | +9.8% | -26.2% | +36.0% | +12.0% |
| 6M | +15.6% | -16.4% | +32.0% | +16.3% |
| YTD | +45.3% | -23.9% | +69.1% | +47.1% |
| 1Y | +48.3% | +1.3% | +47.0% | +45.6% |
| 3Y | +55.4% | -32.1% | +87.5% | +55.9% |
| All | +218.0% | -40.6% | +258.6% | +222.7% |
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