-50.4%
BIDU vs RBA
+206.5%
-256.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.1% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | -12.8% | -2.9% | -9.9% | -12.3% |
| 3M | -21.3% | -20.9% | -0.4% | -17.1% |
| 6M | -27.0% | -17.7% | -9.3% | -24.0% |
| YTD | -30.0% | -18.2% | -11.9% | -27.3% |
| 1Y | -18.3% | -29.1% | +10.8% | -11.8% |
| 3Y | -33.8% | +29.5% | -63.4% | -40.5% |
| 5Y | -44.3% | +40.2% | -84.5% | -52.3% |
| All | -50.4% | +206.5% | -256.8% | -67.6% |
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