-50.4%
BIDU vs RNG
+222.9%
-273.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -8.1% | -6.1% | -2.0% | -6.7% |
| 30D | -12.8% | +9.6% | -22.4% | -14.8% |
| 3M | -21.3% | +83.3% | -104.6% | -32.7% |
| 6M | -27.0% | +77.9% | -104.9% | -38.2% |
| YTD | -30.0% | +139.9% | -170.0% | -46.8% |
| 1Y | -18.3% | +121.7% | -139.9% | -36.7% |
| 3Y | -33.8% | +121.9% | -155.7% | -51.7% |
| 5Y | -44.3% | -68.4% | +24.1% | -37.1% |
| All | -50.4% | +222.9% | -273.2% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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