+61.1%
XRT vs BIDU
-25.9%
+87.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +9.8% | -5.4% | +15.2% | +10.4% |
| 3M | +3.3% | -24.7% | +28.0% | +6.3% |
| 6M | +13.6% | -45.3% | +58.9% | +20.8% |
| YTD | +9.1% | -39.0% | +48.0% | +13.7% |
| 1Y | +15.1% | -39.6% | +54.6% | +19.9% |
| All | +61.1% | -25.9% | +87.0% | +57.8% |
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