+150.2%
XLE vs BIDU
-49.5%
+199.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -7.9% | +5.4% | -13.3% | -8.2% |
| 30D | -4.8% | -5.0% | +0.2% | -4.5% |
| 3M | +8.4% | -26.1% | +34.5% | +10.3% |
| 6M | +12.7% | -42.6% | +55.2% | +16.6% |
| YTD | +41.3% | -38.0% | +79.3% | +44.8% |
| 1Y | +42.3% | -35.7% | +78.0% | +45.2% |
| 3Y | +65.1% | -22.9% | +88.0% | +63.0% |
| 5Y | +150.2% | -49.9% | +200.1% | +152.8% |
| All | +150.2% | -49.5% | +199.7% | +152.8% |
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