+61.0%
ROK vs BIDU
-27.4%
+88.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +7.1% | -4.6% | +11.6% | +7.8% |
| 30D | -5.0% | -4.5% | -0.4% | -4.3% |
| 3M | -9.4% | -25.4% | +16.0% | -5.5% |
| 6M | -11.0% | -48.1% | +37.1% | -2.1% |
| YTD | +4.4% | -40.2% | +44.6% | +11.7% |
| 1Y | +7.4% | -35.2% | +42.6% | +13.4% |
| 3Y | +61.0% | -27.1% | +88.1% | +60.9% |
| All | +61.0% | -27.4% | +88.4% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling