-23.5%
RCL vs BIDU
-15.6%
-7.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | -15.7% | -16.0% | +0.3% | -13.7% |
| 3M | -8.0% | -24.0% | +16.0% | -4.4% |
| 6M | -10.1% | -24.9% | +14.7% | -6.8% |
| YTD | -5.9% | -29.6% | +23.7% | -2.2% |
| 1Y | -23.5% | -15.2% | -8.3% | -19.1% |
| All | -23.5% | -15.6% | -7.9% | -19.1% |
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