-15.7%
RMD vs BIDU
+1.5%
-17.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.4% | -0.5% |
| 7D | -5.0% | +2.4% | -7.4% | -5.1% |
| 30D | +2.2% | -10.5% | +12.7% | +2.6% |
| 3M | +17.8% | -26.2% | +44.1% | +19.5% |
| 6M | -11.3% | -16.4% | +5.1% | -11.5% |
| YTD | -4.4% | -23.9% | +19.4% | -3.9% |
| 1Y | -15.7% | +1.3% | -17.0% | -15.1% |
| All | -15.7% | +1.5% | -17.2% | -15.1% |
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