+23.8%
ROK vs BIDU
-16.8%
+40.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -1.2% | -8.1% | +6.9% | +0.1% |
| 30D | -4.8% | -12.8% | +8.0% | -2.8% |
| 3M | -6.1% | -21.3% | +15.2% | -2.7% |
| 6M | +15.5% | -27.0% | +42.4% | +20.3% |
| YTD | +11.2% | -30.0% | +41.2% | +16.6% |
| 1Y | +23.8% | -18.3% | +42.1% | +29.3% |
| All | +23.8% | -16.8% | +40.7% | +29.3% |
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