-50.8%
BIDU vs RCAT
-98.5%
+47.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.6% |
| 7D | -5.2% | -5.4% | +0.2% | -5.2% |
| 30D | -14.5% | -24.2% | +9.7% | -14.3% |
| 3M | -22.9% | -25.8% | +2.9% | -22.7% |
| 6M | -27.8% | -44.9% | +17.1% | -27.6% |
| YTD | -30.7% | +1.9% | -32.6% | -30.8% |
| 1Y | -15.8% | -5.2% | -10.6% | -16.0% |
| 3Y | -33.2% | +759.6% | -792.8% | -34.8% |
| 5Y | -44.8% | +187.5% | -232.3% | -46.0% |
| All | -50.8% | -98.5% | +47.7% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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