+208.2%
ROL vs BIDU
-50.6%
+258.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.3% | -2.4% | -0.8% | -3.1% |
| 30D | -7.2% | -16.0% | +8.7% | -6.1% |
| 3M | -27.0% | -24.0% | -3.0% | -25.6% |
| 6M | -39.5% | -24.9% | -14.6% | -38.5% |
| YTD | -41.8% | -29.6% | -12.2% | -40.7% |
| 1Y | -38.9% | -15.2% | -23.7% | -38.9% |
| 3Y | -0.4% | -32.2% | +31.8% | +0.3% |
| 5Y | -4.2% | -43.8% | +39.6% | -4.5% |
| 10Y | +208.2% | -49.5% | +257.7% | +192.3% |
| All | +208.2% | -50.6% | +258.8% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling