-33.8%
BIDU vs RNG
+119.8%
-153.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -8.1% | -6.1% | -2.0% | -7.5% |
| 30D | -12.8% | +9.6% | -22.4% | -13.7% |
| 3M | -21.3% | +83.3% | -104.6% | -26.4% |
| 6M | -27.0% | +77.9% | -104.9% | -32.2% |
| YTD | -30.0% | +139.9% | -170.0% | -38.6% |
| 1Y | -18.3% | +121.7% | -139.9% | -27.3% |
| 3Y | -33.8% | +121.9% | -155.7% | -42.2% |
| All | -33.8% | +119.8% | -153.6% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling