-18.3%
BIDU vs RGEN
+38.7%
-57.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -8.1% | -1.4% | -6.7% | -7.9% |
| 30D | -12.8% | -0.3% | -12.5% | -12.9% |
| 3M | -21.3% | +23.9% | -45.2% | -24.7% |
| 6M | -27.0% | +38.5% | -65.5% | -32.9% |
| YTD | -30.0% | +0.8% | -30.9% | -29.3% |
| 1Y | -18.3% | +38.2% | -56.5% | -22.8% |
| All | -18.3% | +38.7% | -57.0% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling