-9.7%
RKT vs BIDU
-42.3%
+32.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -1.0% | -2.4% | +1.5% | -0.4% |
| 30D | -2.4% | -16.0% | +13.6% | +2.0% |
| 3M | +1.9% | -24.0% | +25.9% | +9.2% |
| 6M | -13.9% | -24.9% | +11.0% | -8.0% |
| YTD | -30.6% | -29.6% | -1.1% | -25.2% |
| 1Y | -34.4% | -15.2% | -19.2% | -33.7% |
| 3Y | +38.2% | -32.2% | +70.4% | +44.2% |
| 5Y | -9.7% | -43.8% | +34.1% | -1.7% |
| All | -9.7% | -42.3% | +32.6% | -1.7% |
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 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