-42.2%
RIG vs BIDU
-48.7%
+6.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -3.1% | -8.1% | +5.0% | -0.4% |
| 30D | -0.5% | -12.8% | +12.3% | +3.6% |
| 3M | -6.0% | -21.3% | +15.3% | +0.7% |
| 6M | -10.1% | -27.0% | +16.8% | -2.8% |
| YTD | +37.3% | -30.0% | +67.3% | +49.3% |
| 1Y | +73.9% | -18.3% | +92.2% | +76.0% |
| 3Y | -30.2% | -33.8% | +3.7% | -26.7% |
| 5Y | +62.5% | -44.3% | +106.8% | +66.1% |
| All | -42.2% | -48.7% | +6.5% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling