-50.4%
BIDU vs RRC
+4.9%
-55.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -8.1% | -1.8% | -6.3% | -7.9% |
| 30D | -12.8% | +2.7% | -15.5% | -13.1% |
| 3M | -21.3% | +8.8% | -30.1% | -22.2% |
| 6M | -27.0% | -1.2% | -25.8% | -27.2% |
| YTD | -30.0% | +17.6% | -47.6% | -31.8% |
| 1Y | -18.3% | +18.4% | -36.7% | -20.5% |
| 3Y | -33.8% | +33.1% | -66.9% | -37.2% |
| 5Y | -44.3% | +148.2% | -192.5% | -51.9% |
| All | -50.4% | +4.9% | -55.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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