+72.6%
XYZ vs BIDU
-25.8%
+98.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.1% |
| 7D | +12.1% | +7.2% | +5.0% | +10.7% |
| 30D | +12.4% | -4.0% | +16.4% | +13.3% |
| 3M | +8.2% | -25.1% | +33.3% | +14.0% |
| 6M | +20.7% | -41.8% | +62.5% | +32.8% |
| YTD | +31.3% | -37.3% | +68.7% | +41.7% |
| 1Y | +20.5% | -35.6% | +56.1% | +29.1% |
| 3Y | +72.6% | -24.5% | +97.1% | +74.3% |
| All | +72.6% | -25.8% | +98.4% | +74.3% |
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