-4.7%
ROL vs BIDU
-44.5%
+39.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.0% | +4.4% | -2.2% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | -6.9% | -15.6% | +8.7% | -6.3% |
| 3M | -24.6% | -22.3% | -2.3% | -23.8% |
| 6M | -39.5% | -22.3% | -17.3% | -39.1% |
| YTD | -41.1% | -29.2% | -11.9% | -40.4% |
| 1Y | -37.9% | -14.8% | -23.1% | -38.0% |
| 3Y | +0.8% | -31.8% | +32.6% | +1.1% |
| 5Y | -4.7% | -43.1% | +38.4% | -6.2% |
| All | -4.7% | -44.5% | +39.8% | -6.2% |
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