-43.4%
BIDU vs RBA
+40.7%
-84.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.0% | -5.0% | -6.4% |
| 7D | -2.4% | -1.1% | -1.4% | -2.1% |
| 30D | -15.6% | -13.2% | -2.4% | -12.6% |
| 3M | -22.3% | -21.4% | -0.9% | -18.0% |
| 6M | -22.3% | -20.9% | -1.4% | -18.3% |
| YTD | -29.2% | -19.9% | -9.3% | -26.0% |
| 1Y | -14.8% | -28.7% | +13.9% | -8.0% |
| 3Y | -31.8% | +27.4% | -59.2% | -39.6% |
| All | -43.4% | +40.7% | -84.2% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling