+1.3%
BIDU vs RVTY
+57.1%
-55.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | -10.5% | +13.2% | -23.7% | -13.4% |
| 3M | -26.2% | +27.2% | -53.5% | -31.3% |
| 6M | -16.4% | +32.4% | -48.8% | -23.9% |
| YTD | -23.9% | +34.9% | -58.7% | -31.0% |
| 1Y | +1.3% | +52.4% | -51.1% | -10.9% |
| All | +1.3% | +57.1% | -55.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling