+711.7%
BIDU vs RRC
+120.5%
+591.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +4.9% | +4.2% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | -10.5% | +10.1% | -20.6% | -12.3% |
| 3M | -26.2% | +4.0% | -30.2% | -27.1% |
| 6M | -16.4% | +1.6% | -18.0% | -17.3% |
| YTD | -23.9% | +19.7% | -43.6% | -27.4% |
| 1Y | +1.3% | +21.4% | -20.1% | -3.9% |
| 3Y | -32.1% | +29.7% | -61.8% | -37.8% |
| 5Y | -39.0% | +153.9% | -192.8% | -54.3% |
| 10Y | -44.0% | +10.8% | -54.9% | -56.0% |
| All | +711.7% | +120.5% | +591.3% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling