-35.9%
RBLX vs BIDU
-66.0%
+30.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +8.0% | -2.4% | +10.5% | +8.8% |
| 30D | +20.2% | -16.0% | +36.1% | +27.3% |
| 3M | +3.5% | -24.0% | +27.5% | +13.3% |
| 6M | -28.9% | -24.9% | -4.1% | -23.0% |
| YTD | -45.1% | -29.6% | -15.5% | -39.5% |
| 1Y | -66.2% | -15.2% | -51.1% | -66.2% |
| 3Y | +53.5% | -32.2% | +85.6% | +59.4% |
| 5Y | -48.4% | -43.8% | -4.7% | -44.0% |
| All | -35.9% | -66.0% | +30.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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