-43.1%
BIDU vs RY
+140.3%
-183.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -6.4% |
| 7D | -2.4% | +2.7% | -5.1% | -4.5% |
| 30D | -15.6% | -1.0% | -14.7% | -15.0% |
| 3M | -22.3% | +7.6% | -29.9% | -27.0% |
| 6M | -22.3% | +29.5% | -51.7% | -37.0% |
| YTD | -29.2% | +24.2% | -53.3% | -40.6% |
| 1Y | -14.8% | +46.4% | -61.2% | -37.2% |
| 3Y | -31.8% | +159.4% | -191.2% | -70.6% |
| 5Y | -43.1% | +141.8% | -185.0% | -73.1% |
| All | -43.1% | +140.3% | -183.4% | -73.1% |
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