+43.4%
XRT vs BIDU
-32.1%
+75.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -1.4% |
| 7D | -0.3% | -2.4% | +2.2% | 0.0% |
| 30D | -5.6% | -15.6% | +10.0% | -4.0% |
| 3M | +2.5% | -22.3% | +24.8% | +5.2% |
| 6M | +3.7% | -22.3% | +25.9% | +5.8% |
| YTD | +1.0% | -29.2% | +30.1% | +3.7% |
| 1Y | -1.2% | -14.8% | +13.6% | -2.0% |
| 3Y | +43.4% | -31.8% | +75.1% | +43.3% |
| All | +43.4% | -32.1% | +75.4% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling