+255.6%
XOM vs BIDU
-44.6%
+300.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +1.9% | -5.2% | +7.1% | +2.1% |
| 30D | +4.1% | -14.5% | +18.6% | +4.7% |
| 3M | +10.4% | -22.9% | +33.3% | +11.6% |
| 6M | +13.0% | -27.8% | +40.8% | +14.3% |
| YTD | +40.1% | -30.7% | +70.7% | +41.9% |
| 1Y | +51.1% | -15.8% | +66.9% | +50.6% |
| 3Y | +57.7% | -33.2% | +91.0% | +57.7% |
| All | +255.6% | -44.6% | +300.1% | +254.5% |
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 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