-51.7%
BIDU vs RCAT
-99.8%
+48.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | -4.6% | -5.9% | +1.4% | -4.5% |
| 30D | -4.5% | -19.7% | +15.1% | -4.4% |
| 3M | -25.4% | -62.9% | +37.5% | -24.8% |
| 6M | -48.1% | -59.6% | +11.5% | -47.7% |
| YTD | -40.2% | -52.1% | +11.9% | -40.0% |
| 1Y | -35.2% | -50.9% | +15.7% | -35.0% |
| 3Y | -27.1% | +333.8% | -360.9% | -28.4% |
| 5Y | -54.2% | +40.7% | -94.9% | -54.8% |
| All | -51.7% | -99.8% | +48.1% | -52.4% |
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