+1,763.2%
ROL vs BIDU
+1,407.1%
+356.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.6% | -0.1% |
| 7D | -1.4% | +2.4% | -3.8% | -1.8% |
| 30D | -4.1% | -10.5% | +6.4% | -2.9% |
| 3M | -22.5% | -26.2% | +3.7% | -19.7% |
| 6M | -37.7% | -16.4% | -21.3% | -36.8% |
| YTD | -39.6% | -23.9% | -15.7% | -38.2% |
| 1Y | -36.0% | +1.3% | -37.3% | -37.5% |
| 3Y | -5.1% | -32.1% | +26.9% | -4.2% |
| 5Y | -3.4% | -39.0% | +35.6% | -5.9% |
| 10Y | +215.2% | -44.0% | +259.3% | +191.3% |
| All | +1,763.2% | +1,407.1% | +356.0% | +927.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling