+533.2%
XYZ vs BIDU
-51.4%
+584.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.6% |
| 7D | -1.0% | +2.4% | -3.4% | -2.1% |
| 30D | -1.7% | -10.5% | +8.8% | +2.8% |
| 3M | +16.7% | -26.2% | +43.0% | +32.1% |
| 6M | +26.9% | -16.4% | +43.3% | +33.4% |
| YTD | +27.1% | -23.9% | +51.0% | +38.0% |
| 1Y | +9.3% | +1.3% | +8.0% | +0.3% |
| 3Y | +42.3% | -32.1% | +74.4% | +48.5% |
| 5Y | -69.3% | -39.0% | -30.4% | -68.4% |
| 10Y | +586.8% | -44.0% | +630.9% | +563.3% |
| All | +533.2% | -51.4% | +584.6% | +503.6% |
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 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