-40.2%
BIDU vs RNG
+305.9%
-346.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.4% | -4.1% | +1.6% | -1.6% |
| 30D | -16.0% | +8.6% | -24.6% | -17.7% |
| 3M | -24.0% | +78.0% | -102.0% | -34.6% |
| 6M | -24.9% | +67.0% | -91.9% | -35.5% |
| YTD | -29.6% | +142.4% | -172.0% | -46.5% |
| 1Y | -15.2% | +120.4% | -135.6% | -34.2% |
| 3Y | -32.2% | +122.1% | -154.3% | -50.3% |
| 5Y | -43.8% | -69.8% | +26.1% | -36.6% |
| 10Y | -49.5% | +223.4% | -272.9% | -69.3% |
| All | -40.2% | +305.9% | -346.1% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling