-89.6%
RIG vs BIDU
+1,294.4%
-1,384.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -8.2% | -2.4% | -5.8% | -7.7% |
| 30D | -0.2% | -16.0% | +15.8% | +4.2% |
| 3M | -2.7% | -24.0% | +21.3% | +3.9% |
| 6M | -7.5% | -24.9% | +17.4% | -2.1% |
| YTD | +38.3% | -29.6% | +67.8% | +47.9% |
| 1Y | +81.8% | -15.2% | +97.0% | +82.7% |
| 3Y | -30.2% | -32.2% | +2.0% | -27.4% |
| 5Y | +59.9% | -43.8% | +103.7% | +63.2% |
| 10Y | -41.9% | -49.5% | +7.5% | -42.5% |
| All | -89.6% | +1,294.4% | -1,384.0% | -94.5% |
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