+370.8%
XLE vs BIDU
+1,127.7%
-756.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -7.9% | +5.4% | -13.3% | -8.8% |
| 30D | -4.8% | -5.0% | +0.2% | -4.1% |
| 3M | +8.4% | -26.1% | +34.5% | +13.9% |
| 6M | +12.7% | -42.6% | +55.2% | +23.4% |
| YTD | +41.3% | -38.0% | +79.3% | +50.8% |
| 1Y | +42.3% | -35.7% | +78.0% | +50.2% |
| 3Y | +65.1% | -22.9% | +88.0% | +62.2% |
| 5Y | +150.2% | -49.9% | +200.1% | +149.3% |
| 10Y | +163.9% | -52.0% | +215.9% | +144.6% |
| All | +370.8% | +1,127.7% | -756.9% | +140.4% |
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