+554.8%
XYZ vs BIDU
-61.1%
+615.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.6% |
| 7D | +12.6% | +3.6% | +9.0% | +11.1% |
| 30D | +10.8% | -6.6% | +17.4% | +14.5% |
| 3M | +8.4% | -27.2% | +35.6% | +24.5% |
| 6M | +14.3% | -43.5% | +57.8% | +45.2% |
| YTD | +31.5% | -39.0% | +70.5% | +57.9% |
| 1Y | +28.1% | -39.8% | +67.9% | +53.4% |
| 3Y | +66.2% | -24.8% | +90.9% | +61.0% |
| 5Y | -62.3% | -50.7% | -11.7% | -57.1% |
| 10Y | +634.6% | -51.2% | +685.8% | +664.0% |
| All | +554.8% | -61.1% | +615.8% | +590.9% |
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