-49.3%
BIDU vs RY
+123.7%
-173.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +4.0% |
| 7D | +7.2% | -0.9% | +8.1% | +7.9% |
| 30D | -4.0% | +5.9% | -9.9% | -8.2% |
| 3M | -25.1% | -4.3% | -20.8% | -22.7% |
| 6M | -41.8% | +12.1% | -53.9% | -47.2% |
| YTD | -37.3% | +20.3% | -57.6% | -46.2% |
| 1Y | -35.6% | +41.0% | -76.6% | -51.1% |
| 3Y | -24.5% | +157.5% | -182.0% | -67.2% |
| All | -49.3% | +123.7% | -173.1% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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