-24.1%
RKT vs BIDU
-37.7%
+13.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -9.0% | -4.6% | -4.4% | -7.8% |
| 30D | +30.2% | -4.5% | +34.7% | +31.9% |
| 3M | -8.8% | -25.4% | +16.5% | -1.6% |
| 6M | -0.9% | -48.1% | +47.1% | +17.4% |
| YTD | -29.2% | -40.2% | +11.0% | -20.2% |
| 1Y | -20.1% | -35.2% | +15.2% | -12.0% |
| 3Y | +81.3% | -27.1% | +108.4% | +84.3% |
| 5Y | -6.6% | -54.2% | +47.6% | +3.4% |
| All | -24.1% | -37.7% | +13.5% | -21.3% |
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