-1.8%
RMBS vs BIDU
-16.8%
+15.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | +1.8% | -8.1% | +9.9% | +7.0% |
| 30D | -13.9% | -12.8% | -1.1% | -6.7% |
| 3M | -39.8% | -21.3% | -18.5% | -30.2% |
| 6M | -6.0% | -27.0% | +21.0% | +13.8% |
| YTD | -5.4% | -30.0% | +24.7% | +19.0% |
| 1Y | -1.8% | -18.3% | +16.4% | +21.5% |
| All | -1.8% | -16.8% | +15.0% | +21.5% |
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