+711.7%
BIDU vs RBA
+779.4%
-67.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.7% | +4.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.5% |
| 30D | -10.5% | -12.3% | +1.8% | -6.5% |
| 3M | -26.2% | -20.5% | -5.7% | -20.9% |
| 6M | -16.4% | -18.5% | +2.1% | -11.4% |
| YTD | -23.9% | -18.2% | -5.6% | -19.8% |
| 1Y | +1.3% | -27.5% | +28.8% | +11.4% |
| 3Y | -32.1% | +38.1% | -70.2% | -42.9% |
| 5Y | -39.0% | +44.8% | -83.8% | -51.2% |
| 10Y | -44.0% | +187.1% | -231.2% | -68.8% |
| All | +711.7% | +779.4% | -67.6% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling