+92.0%
RIO vs BIDU
-45.6%
+137.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | -3.4% | -5.2% | +1.9% | -2.3% |
| 30D | +0.6% | -14.5% | +15.1% | +3.7% |
| 3M | +2.5% | -22.9% | +25.4% | +7.8% |
| 6M | +10.8% | -27.8% | +38.6% | +17.8% |
| YTD | +30.5% | -30.7% | +61.1% | +39.3% |
| 1Y | +68.1% | -15.8% | +83.9% | +69.9% |
| 3Y | +94.0% | -33.2% | +127.3% | +100.3% |
| 5Y | +92.0% | -44.8% | +136.8% | +92.0% |
| All | +92.0% | -45.6% | +137.6% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling