+217.2%
ROL vs BIDU
-50.9%
+268.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +20.6% | -5.4% | +26.0% | +21.1% |
| 3M | +4.5% | -24.7% | +29.2% | +6.6% |
| 6M | -26.5% | -45.3% | +18.8% | -23.3% |
| YTD | -34.8% | -39.0% | +4.1% | -32.9% |
| 1Y | -33.2% | -39.6% | +6.4% | -31.2% |
| 3Y | +4.5% | -24.7% | +29.2% | +3.8% |
| 5Y | +15.5% | -52.3% | +67.9% | +16.9% |
| 10Y | +217.2% | -51.1% | +268.3% | +203.0% |
| All | +217.2% | -50.9% | +268.1% | +203.0% |
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