-54.5%
BIDU vs RCAT
+57.4%
-111.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.6% | -2.2% |
| 7D | -2.3% | +15.6% | -17.9% | -3.3% |
| 30D | -7.3% | -24.1% | +16.8% | -6.0% |
| 3M | -26.0% | -61.9% | +35.9% | -21.8% |
| 6M | -44.5% | -64.3% | +19.8% | -41.7% |
| YTD | -40.6% | -50.4% | +9.8% | -39.2% |
| 1Y | -39.8% | -54.0% | +14.2% | -38.3% |
| 3Y | -26.7% | +347.2% | -373.9% | -37.4% |
| 5Y | -54.5% | +45.7% | -100.2% | -59.6% |
| All | -54.5% | +57.4% | -111.9% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling