-50.8%
BIDU vs RVTY
+139.0%
-189.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.6% |
| 7D | -5.2% | -7.4% | +2.2% | -2.0% |
| 30D | -14.5% | +4.5% | -19.0% | -16.1% |
| 3M | -22.9% | +19.5% | -42.4% | -29.2% |
| 6M | -27.8% | +34.1% | -61.9% | -37.4% |
| YTD | -30.7% | +25.3% | -55.9% | -38.4% |
| 1Y | -15.8% | +47.0% | -62.8% | -30.8% |
| 3Y | -33.2% | +14.1% | -47.4% | -41.2% |
| 5Y | -44.8% | -34.6% | -10.2% | -37.2% |
| All | -50.8% | +139.0% | -189.8% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling