-15.8%
BIDU vs RVTY
+43.1%
-58.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.9% |
| 7D | -5.2% | -7.4% | +2.2% | -3.1% |
| 30D | -14.5% | +4.5% | -19.0% | -15.4% |
| 3M | -22.9% | +19.5% | -42.4% | -27.0% |
| 6M | -27.8% | +34.1% | -61.9% | -34.6% |
| YTD | -30.7% | +25.3% | -55.9% | -35.9% |
| 1Y | -15.8% | +47.0% | -62.8% | -25.5% |
| All | -15.8% | +43.1% | -58.9% | -25.5% |
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