+1,615.4%
RMD vs BIDU
+1,407.1%
+208.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.4% | -0.9% |
| 7D | -5.0% | +2.4% | -7.4% | -5.3% |
| 30D | +2.2% | -10.5% | +12.7% | +3.6% |
| 3M | +17.8% | -26.2% | +44.1% | +22.4% |
| 6M | -11.3% | -16.4% | +5.1% | -10.0% |
| YTD | -4.4% | -23.9% | +19.4% | -2.0% |
| 1Y | -15.7% | +1.3% | -17.0% | -17.6% |
| 3Y | +47.7% | -32.1% | +79.8% | +49.8% |
| 5Y | -19.2% | -39.0% | +19.8% | -20.4% |
| 10Y | +280.4% | -44.0% | +324.4% | +259.6% |
| All | +1,615.4% | +1,407.1% | +208.2% | +1,098.2% |
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