-43.9%
BIDU vs RVTY
-32.9%
-11.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.5% |
| 7D | -2.4% | -5.4% | +3.0% | -0.2% |
| 30D | -16.0% | +6.7% | -22.7% | -18.1% |
| 3M | -24.0% | +19.0% | -43.0% | -29.8% |
| 6M | -24.9% | +34.6% | -59.5% | -34.6% |
| YTD | -29.6% | +28.3% | -57.8% | -37.8% |
| 1Y | -15.2% | +46.0% | -61.2% | -29.7% |
| 3Y | -32.2% | +16.9% | -49.0% | -40.4% |
| All | -43.9% | -32.9% | -11.0% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling