-51.7%
BIDU vs RVTY
+211.6%
-263.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -4.5% | +1.5% | -6.1% | -5.6% |
| 3M | -25.4% | +31.5% | -56.8% | -34.1% |
| 6M | -48.1% | +62.7% | -110.8% | -58.5% |
| YTD | -40.2% | +60.0% | -100.2% | -52.5% |
| 1Y | -35.2% | +65.7% | -100.9% | -49.5% |
| 3Y | -27.1% | +85.2% | -112.3% | -48.5% |
| 5Y | -54.2% | -14.9% | -39.3% | -53.8% |
| All | -51.7% | +211.6% | -263.3% | -73.6% |
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