+462.4%
XOM vs BIDU
+1,302.3%
-839.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +1.6% |
| 7D | -2.4% | -2.4% | +0.1% | -2.1% |
| 30D | +5.7% | -15.6% | +21.3% | +7.7% |
| 3M | +6.6% | -22.3% | +28.8% | +9.5% |
| 6M | +7.7% | -22.3% | +29.9% | +9.9% |
| YTD | +36.2% | -29.2% | +65.4% | +40.3% |
| 1Y | +50.5% | -14.8% | +65.3% | +50.1% |
| 3Y | +53.4% | -31.8% | +85.1% | +54.3% |
| 5Y | +254.2% | -43.1% | +297.3% | +247.9% |
| 10Y | +177.9% | -50.6% | +228.5% | +162.6% |
| All | +462.4% | +1,302.3% | -839.8% | +238.0% |
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