+2.0%
RDW vs BIDU
-61.9%
+63.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +0.9% | -8.1% | +9.0% | +3.2% |
| 30D | -21.3% | -12.8% | -8.5% | -18.3% |
| 3M | -37.9% | -21.3% | -16.6% | -33.4% |
| 6M | +12.3% | -27.0% | +39.2% | +22.8% |
| YTD | +39.7% | -30.0% | +69.8% | +55.5% |
| 1Y | +25.7% | -18.3% | +43.9% | +32.5% |
| 3Y | +230.8% | -33.8% | +264.7% | +255.7% |
| 5Y | -8.8% | -44.3% | +35.5% | -5.3% |
| All | +2.0% | -61.9% | +63.9% | +5.0% |
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