+13.3%
RMBS vs BIDU
+1.5%
+11.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.7% | -1.3% |
| 7D | -0.3% | +2.4% | -2.8% | -2.0% |
| 30D | -12.2% | -10.5% | -1.7% | -6.1% |
| 3M | -49.5% | -26.2% | -23.3% | -38.6% |
| 6M | -7.1% | -16.4% | +9.2% | +3.8% |
| YTD | -7.0% | -23.9% | +16.9% | +11.1% |
| 1Y | +13.3% | +1.3% | +12.1% | +37.1% |
| All | +13.3% | +1.5% | +11.9% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling