-1.8%
RMD vs BIDU
-53.5%
+51.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.8% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | +1.9% | -7.3% | +9.2% | +2.8% |
| 3M | +6.3% | -26.0% | +32.3% | +9.9% |
| 6M | +18.2% | -44.5% | +62.8% | +26.1% |
| YTD | +0.3% | -40.6% | +40.9% | +5.4% |
| 1Y | -4.3% | -39.8% | +35.5% | +0.3% |
| 3Y | +71.3% | -26.7% | +98.0% | +70.4% |
| 5Y | -1.8% | -54.5% | +52.7% | +0.7% |
| All | -1.8% | -53.5% | +51.7% | +0.7% |
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