+238.8%
RCL vs BIDU
-44.5%
+283.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +1.5% |
| 7D | -0.5% | -2.4% | +2.0% | +0.1% |
| 30D | -17.3% | -15.6% | -1.7% | -14.1% |
| 3M | -2.8% | -22.3% | +19.5% | +2.9% |
| 6M | -4.4% | -22.3% | +17.9% | +0.8% |
| YTD | -4.2% | -29.2% | +25.0% | +2.7% |
| 1Y | -23.4% | -14.8% | -8.6% | -23.1% |
| 3Y | +179.4% | -31.8% | +211.2% | +188.1% |
| 5Y | +238.8% | -43.1% | +281.9% | +241.6% |
| All | +238.8% | -44.5% | +283.2% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling