+15.0%
ROL vs BIDU
-50.7%
+65.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +3.4% | +3.6% | -0.2% | +3.2% |
| 30D | +20.8% | -6.6% | +27.3% | +21.1% |
| 3M | +3.7% | -27.2% | +30.9% | +5.2% |
| 6M | -27.7% | -43.5% | +15.8% | -25.8% |
| YTD | -34.9% | -39.0% | +4.1% | -33.7% |
| 1Y | -33.3% | -39.8% | +6.5% | -32.0% |
| 3Y | +4.3% | -24.8% | +29.1% | +3.7% |
| 5Y | +15.0% | -50.7% | +65.6% | +18.0% |
| All | +15.0% | -50.7% | +65.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling