+20.7%
XYZ vs BIDU
-34.6%
+55.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.5% | +10.8% | +14.3% |
| 7D | +16.5% | +1.2% | +15.3% | +16.2% |
| 30D | +15.0% | -7.5% | +22.5% | +16.6% |
| 3M | +3.5% | -28.6% | +32.1% | +9.3% |
| 6M | +21.9% | -36.9% | +58.8% | +30.6% |
| YTD | +34.6% | -38.4% | +73.1% | +45.4% |
| 1Y | +20.7% | -35.7% | +56.4% | +29.6% |
| All | +20.7% | -34.6% | +55.4% | +29.6% |
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