-33.4%
BIDU vs RCAT
+738.1%
-771.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.2% |
| 7D | -2.4% | -2.3% | -0.2% | -2.4% |
| 30D | -16.0% | -18.7% | +2.7% | -15.1% |
| 3M | -24.0% | -29.3% | +5.3% | -22.9% |
| 6M | -24.9% | -42.3% | +17.5% | -23.4% |
| YTD | -29.6% | +2.5% | -32.1% | -30.4% |
| 1Y | -15.2% | -5.7% | -9.5% | -16.2% |
| All | -33.4% | +738.1% | -771.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling