+513.3%
XRT vs BIDU
+1,133.2%
-619.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | -4.2% | -10.5% | +6.3% | -2.2% |
| 3M | +5.1% | -26.2% | +31.3% | +11.4% |
| 6M | +2.4% | -16.4% | +18.8% | +4.9% |
| YTD | +3.2% | -23.9% | +27.1% | +7.2% |
| 1Y | +1.5% | +1.3% | +0.2% | -2.3% |
| 3Y | +40.6% | -32.1% | +72.7% | +43.4% |
| 5Y | -1.0% | -39.0% | +38.0% | -2.9% |
| 10Y | +128.4% | -44.0% | +172.5% | +108.0% |
| All | +513.3% | +1,133.2% | -619.9% | +151.7% |
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