+5.6%
XYZ vs BIDU
-15.6%
+21.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.0% | +3.7% | -2.0% |
| 7D | +2.9% | -2.4% | +5.3% | +3.3% |
| 30D | +1.4% | -15.6% | +17.0% | +4.1% |
| 3M | +14.6% | -22.3% | +36.9% | +19.1% |
| 6M | +20.8% | -22.3% | +43.0% | +24.3% |
| YTD | +23.1% | -29.2% | +52.2% | +29.3% |
| 1Y | +5.6% | -14.8% | +20.5% | +8.6% |
| All | +5.6% | -15.6% | +21.2% | +8.6% |
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