-28.9%
RIG vs BIDU
-34.9%
+6.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.4% |
| 7D | -4.2% | -5.2% | +1.1% | -3.1% |
| 30D | -0.7% | -14.5% | +13.8% | +2.6% |
| 3M | -4.0% | -22.9% | +18.9% | +1.3% |
| 6M | -6.3% | -27.8% | +21.5% | -0.6% |
| YTD | +39.7% | -30.7% | +70.4% | +48.7% |
| 1Y | +78.1% | -15.8% | +93.9% | +75.7% |
| All | -28.9% | -34.9% | +6.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling