-51.7%
BIDU vs RBA
+207.2%
-258.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | -4.6% | +1.7% | -6.3% | -5.0% |
| 30D | -4.5% | +8.3% | -12.9% | -6.6% |
| 3M | -25.4% | +10.5% | -35.9% | -27.5% |
| 6M | -48.1% | -5.9% | -42.2% | -47.8% |
| YTD | -40.2% | -6.9% | -33.3% | -40.0% |
| 1Y | -35.2% | -4.9% | -30.4% | -35.4% |
| 3Y | -27.1% | +64.5% | -91.6% | -38.6% |
| 5Y | -54.2% | +46.1% | -100.3% | -61.2% |
| All | -51.7% | +207.2% | -258.8% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling