+82.5%
XOP vs BIDU
+1,133.2%
-1,050.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.9% |
| 7D | +2.6% | +2.4% | +0.1% | +1.9% |
| 30D | +15.4% | -10.5% | +25.9% | +18.4% |
| 3M | +12.1% | -26.2% | +38.3% | +20.3% |
| 6M | +19.7% | -16.4% | +36.1% | +22.3% |
| YTD | +52.4% | -23.9% | +76.3% | +58.7% |
| 1Y | +47.6% | +1.3% | +46.3% | +39.7% |
| 3Y | +34.4% | -32.1% | +66.5% | +36.6% |
| 5Y | +154.4% | -39.0% | +193.4% | +140.7% |
| 10Y | +54.7% | -44.0% | +98.7% | +35.6% |
| All | +82.5% | +1,133.2% | -1,050.7% | -32.1% |
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