+192.9%
XOM vs BIDU
-48.7%
+241.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +4.1% | -8.1% | +12.2% | +5.0% |
| 30D | +4.6% | -12.8% | +17.4% | +5.9% |
| 3M | +14.0% | -21.3% | +35.2% | +16.5% |
| 6M | +11.0% | -27.0% | +37.9% | +13.7% |
| YTD | +40.7% | -30.0% | +70.7% | +44.5% |
| 1Y | +52.3% | -18.3% | +70.6% | +52.4% |
| 3Y | +60.5% | -33.8% | +94.3% | +61.9% |
| 5Y | +266.4% | -44.3% | +310.7% | +263.2% |
| All | +192.9% | -48.7% | +241.6% | +156.5% |
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