-50.4%
BIDU vs RGEN
+415.7%
-466.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -8.1% | -1.4% | -6.7% | -7.8% |
| 30D | -12.8% | -0.3% | -12.5% | -12.9% |
| 3M | -21.3% | +23.9% | -45.2% | -26.4% |
| 6M | -27.0% | +38.5% | -65.5% | -34.1% |
| YTD | -30.0% | +0.8% | -30.9% | -31.5% |
| 1Y | -18.3% | +38.2% | -56.5% | -26.7% |
| 3Y | -33.8% | +1.3% | -35.1% | -39.5% |
| 5Y | -44.3% | -44.0% | -0.3% | -43.9% |
| All | -50.4% | +415.7% | -466.1% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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