+1.5%
XRT vs BIDU
+1.5%
+0.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.8% |
| 7D | +0.8% | +2.4% | -1.6% | +0.7% |
| 30D | -4.2% | -10.5% | +6.3% | -3.7% |
| 3M | +5.1% | -26.2% | +31.3% | +6.7% |
| 6M | +2.4% | -16.4% | +18.8% | +2.8% |
| YTD | +3.2% | -23.9% | +27.1% | +3.7% |
| 1Y | +1.5% | +1.3% | +0.2% | +2.2% |
| All | +1.5% | +1.5% | +0.1% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling