+134.2%
RBRK vs BIDU
-7.5%
+141.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -7.5% | -8.1% | +0.6% | -5.7% |
| 30D | -10.4% | -12.8% | +2.4% | -7.8% |
| 3M | +21.3% | -21.3% | +42.6% | +27.4% |
| 6M | +50.6% | -27.0% | +77.6% | +59.5% |
| YTD | +13.3% | -30.0% | +43.3% | +20.4% |
| 1Y | +11.2% | -18.3% | +29.5% | +13.0% |
| All | +134.2% | -7.5% | +141.7% | +109.2% |
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