+711.7%
BIDU vs RY
+1,368.5%
-656.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.6% |
| 7D | +2.4% | +3.1% | -0.7% | +0.2% |
| 30D | -10.5% | -0.3% | -10.2% | -10.3% |
| 3M | -26.2% | +8.7% | -34.9% | -30.6% |
| 6M | -16.4% | +28.5% | -44.9% | -30.0% |
| YTD | -23.9% | +25.1% | -49.0% | -35.0% |
| 1Y | +1.3% | +46.3% | -45.0% | -22.4% |
| 3Y | -32.1% | +154.9% | -187.0% | -65.2% |
| 5Y | -39.0% | +140.3% | -179.3% | -67.2% |
| 10Y | -44.0% | +377.0% | -421.1% | -81.7% |
| All | +711.7% | +1,368.5% | -656.7% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling