-37.7%
ROL vs BIDU
-17.1%
-20.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.6% | +0.6% |
| 7D | -1.4% | +2.4% | -3.8% | -1.3% |
| 30D | -4.1% | -10.5% | +6.4% | -4.4% |
| 3M | -22.5% | -26.2% | +3.7% | -23.7% |
| 6M | -37.7% | -16.4% | -21.3% | -38.8% |
| All | -37.7% | -17.1% | -20.5% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling