-16.4%
BIDU vs RY
+27.2%
-43.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | +2.4% | +3.1% | -0.7% | +0.7% |
| 30D | -10.5% | -0.3% | -10.2% | -10.0% |
| 3M | -26.2% | +8.7% | -34.9% | -31.5% |
| 6M | -16.4% | +28.5% | -44.9% | -34.6% |
| All | -16.4% | +27.2% | -43.6% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling