+53.1%
RGTI vs BIDU
-58.0%
+111.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.1% |
| 7D | -0.1% | -5.2% | +5.1% | +1.8% |
| 30D | -16.2% | -14.5% | -1.7% | -10.9% |
| 3M | -22.0% | -22.9% | +0.9% | -13.5% |
| 6M | -10.8% | -27.8% | +17.0% | +1.7% |
| YTD | -31.6% | -30.7% | -0.9% | -21.0% |
| 1Y | -6.4% | -15.8% | +9.4% | -0.8% |
| 3Y | +665.7% | -33.2% | +698.9% | +753.1% |
| 5Y | +55.6% | -44.8% | +100.4% | +67.0% |
| All | +53.1% | -58.0% | +111.2% | +63.1% |
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 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