+271.4%
RMBS vs BIDU
-44.7%
+316.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | +3.5% | -2.4% | +5.9% | +4.1% |
| 30D | -8.6% | -16.0% | +7.4% | -3.9% |
| 3M | -40.3% | -24.0% | -16.3% | -35.2% |
| 6M | -1.0% | -24.9% | +23.9% | +8.3% |
| YTD | -4.6% | -29.6% | +25.0% | +6.6% |
| 1Y | +17.6% | -15.2% | +32.7% | +25.6% |
| 3Y | +58.6% | -32.2% | +90.8% | +71.5% |
| All | +271.4% | -44.7% | +316.1% | +282.3% |
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 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