+737.6%
RIO vs BIDU
+1,083.9%
-346.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.9% | -4.6% | +3.6% | +0.4% |
| 30D | -9.1% | -4.5% | -4.6% | -7.9% |
| 3M | -13.7% | -25.4% | +11.7% | -6.8% |
| 6M | -24.3% | -48.1% | +23.7% | -10.2% |
| YTD | +8.9% | -40.2% | +49.1% | +23.0% |
| 1Y | +22.7% | -35.2% | +57.9% | +34.9% |
| 3Y | +51.2% | -27.1% | +78.3% | +53.8% |
| 5Y | +88.1% | -54.2% | +142.3% | +100.8% |
| 10Y | +352.3% | -52.0% | +404.4% | +331.3% |
| All | +737.6% | +1,083.9% | -346.3% | +301.9% |
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 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