+558.9%
RMBS vs BIDU
-48.7%
+607.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.8% | -8.1% | +9.9% | +4.3% |
| 30D | -13.9% | -12.8% | -1.1% | -10.4% |
| 3M | -39.8% | -21.3% | -18.5% | -35.3% |
| 6M | -6.0% | -27.0% | +21.0% | +3.8% |
| YTD | -5.4% | -30.0% | +24.7% | +6.1% |
| 1Y | -1.8% | -18.3% | +16.4% | +5.2% |
| 3Y | +53.7% | -33.8% | +87.5% | +68.3% |
| 5Y | +268.5% | -44.3% | +312.8% | +292.5% |
| All | +558.9% | -48.7% | +607.5% | +518.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling