+11.2%
RBRK vs BIDU
-16.8%
+28.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -7.5% | -8.1% | +0.6% | -5.7% |
| 30D | -10.4% | -12.8% | +2.4% | -8.0% |
| 3M | +21.3% | -21.3% | +42.6% | +26.9% |
| 6M | +50.6% | -27.0% | +77.6% | +57.4% |
| YTD | +13.3% | -30.0% | +43.3% | +18.9% |
| 1Y | +11.2% | -18.3% | +29.5% | +18.4% |
| All | +11.2% | -16.8% | +28.1% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling