-15.9%
ROP vs BIDU
-42.3%
+26.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -6.1% | -2.4% | -3.7% | -6.0% |
| 30D | -3.4% | -16.0% | +12.6% | -2.4% |
| 3M | +16.7% | -24.0% | +40.7% | +18.6% |
| 6M | +8.1% | -24.9% | +32.9% | +9.4% |
| YTD | -11.7% | -29.6% | +17.9% | -10.3% |
| 1Y | -24.2% | -15.2% | -9.1% | -24.6% |
| 3Y | -19.0% | -32.2% | +13.2% | -18.9% |
| 5Y | -15.9% | -43.8% | +27.9% | -17.1% |
| All | -15.9% | -42.3% | +26.4% | -17.1% |
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