+1,930.5%
ROL vs BIDU
+1,083.9%
+846.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +3.0% | -4.6% | +7.5% | +3.6% |
| 30D | +19.8% | -4.5% | +24.3% | +20.5% |
| 3M | +7.9% | -25.4% | +33.3% | +11.8% |
| 6M | -25.6% | -48.1% | +22.4% | -19.4% |
| YTD | -34.1% | -40.2% | +6.1% | -30.5% |
| 1Y | -31.4% | -35.2% | +3.8% | -28.5% |
| 3Y | +4.7% | -27.1% | +31.8% | +4.3% |
| 5Y | +15.6% | -54.2% | +69.8% | +17.3% |
| 10Y | +220.6% | -52.0% | +272.7% | +201.6% |
| All | +1,930.5% | +1,083.9% | +846.6% | +1,055.4% |
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