+533.5%
BIDU vs RCAT
-100.0%
+633.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.6% | -2.6% |
| 7D | -2.3% | +15.6% | -17.9% | -2.4% |
| 30D | -7.3% | -24.1% | +16.8% | -7.2% |
| 3M | -26.0% | -61.9% | +35.9% | -25.6% |
| 6M | -44.5% | -64.3% | +19.8% | -44.3% |
| YTD | -40.6% | -50.4% | +9.8% | -40.5% |
| 1Y | -39.8% | -54.0% | +14.2% | -39.7% |
| 3Y | -26.7% | +347.2% | -373.9% | -27.7% |
| 5Y | -54.5% | +45.7% | -100.2% | -55.0% |
| 10Y | -52.4% | -99.7% | +47.4% | -55.2% |
| All | +533.5% | -100.0% | +633.5% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling