+942.8%
RIO vs BIDU
+1,407.1%
-464.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.7% |
| 7D | 0.0% | +2.4% | -2.4% | -0.7% |
| 30D | +4.0% | -10.5% | +14.4% | +6.9% |
| 3M | +0.1% | -26.2% | +26.3% | +8.0% |
| 6M | +12.7% | -16.4% | +29.1% | +16.9% |
| YTD | +35.6% | -23.9% | +59.4% | +43.4% |
| 1Y | +73.7% | +1.3% | +72.4% | +66.8% |
| 3Y | +93.3% | -32.1% | +125.4% | +100.9% |
| 5Y | +92.4% | -39.0% | +131.4% | +89.2% |
| 10Y | +606.9% | -44.0% | +651.0% | +546.6% |
| All | +942.8% | +1,407.1% | -464.3% | +368.4% |
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