+536.2%
XRT vs BIDU
+862.4%
-326.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.8% | -1.3% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | +7.5% | -7.3% | +14.8% | +9.2% |
| 3M | +2.3% | -26.0% | +28.3% | +8.7% |
| 6M | +12.8% | -44.5% | +57.4% | +26.7% |
| YTD | +7.1% | -40.6% | +47.6% | +17.1% |
| 1Y | +12.3% | -39.8% | +52.1% | +22.0% |
| 3Y | +57.0% | -26.7% | +83.7% | +56.9% |
| 5Y | -4.3% | -54.5% | +50.2% | +0.2% |
| 10Y | +136.7% | -52.4% | +189.1% | +122.8% |
| All | +536.2% | +862.4% | -326.2% | +175.1% |
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