+655.3%
BIDU vs RGEN
+4,930.7%
-4,275.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.5% | -7.1% |
| 7D | -2.4% | -0.9% | -1.6% | -2.3% |
| 30D | -15.6% | +2.8% | -18.5% | -16.2% |
| 3M | -22.3% | +34.5% | -56.8% | -27.5% |
| 6M | -22.3% | +40.5% | -62.7% | -28.5% |
| YTD | -29.2% | +2.8% | -32.0% | -30.6% |
| 1Y | -14.8% | +39.6% | -54.4% | -22.0% |
| 3Y | -31.8% | +4.4% | -36.2% | -36.6% |
| 5Y | -43.1% | -42.8% | -0.4% | -42.4% |
| 10Y | -50.6% | +406.7% | -457.3% | -67.3% |
| All | +655.3% | +4,930.7% | -4,275.5% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling