-22.1%
RMD vs BIDU
-42.3%
+20.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.7% | -2.4% | -2.3% | -4.5% |
| 30D | +0.2% | -16.0% | +16.2% | +2.2% |
| 3M | +12.0% | -24.0% | +36.0% | +15.4% |
| 6M | -12.5% | -24.9% | +12.3% | -10.3% |
| YTD | -7.9% | -29.6% | +21.6% | -5.1% |
| 1Y | -20.4% | -15.2% | -5.2% | -20.5% |
| 3Y | +53.1% | -32.2% | +85.3% | +54.9% |
| 5Y | -22.1% | -43.8% | +21.6% | -22.7% |
| All | -22.1% | -42.3% | +20.1% | -22.7% |
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