-44.0%
BIDU vs RGEN
-44.2%
+0.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.5% |
| 6M | -27.0% | +38.5% | -65.5% | -34.4% |
| YTD | -30.0% | +0.8% | -30.9% | -31.4% |
| 1Y | -18.3% | +38.2% | -56.5% | -27.0% |
| 3Y | -33.8% | +1.3% | -35.1% | -39.6% |
| All | -44.0% | -44.2% | +0.2% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling