+592.4%
RMBS vs BIDU
+1,302.3%
-709.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.6% | +3.7% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | -14.4% | -15.6% | +1.2% | -10.3% |
| 3M | -42.8% | -22.3% | -20.6% | -38.6% |
| 6M | -1.4% | -22.3% | +20.9% | +6.4% |
| YTD | -5.4% | -29.2% | +23.7% | +5.0% |
| 1Y | +18.6% | -14.8% | +33.4% | +24.8% |
| 3Y | +57.3% | -31.8% | +89.0% | +70.3% |
| 5Y | +265.7% | -43.1% | +308.8% | +282.2% |
| 10Y | +546.0% | -50.6% | +596.7% | +543.4% |
| All | +592.4% | +1,302.3% | -709.9% | +196.8% |
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