+3.0%
ROP vs BIDU
-51.6%
+54.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | +30.1% | -5.4% | +35.4% | +30.5% |
| 3M | +19.9% | -24.7% | +44.6% | +22.0% |
| 6M | +46.0% | -45.3% | +91.3% | +51.5% |
| YTD | +8.4% | -39.0% | +47.3% | +11.1% |
| 1Y | +8.8% | -39.6% | +48.4% | +11.5% |
| 3Y | -5.6% | -24.7% | +19.1% | -6.9% |
| 5Y | +3.0% | -52.3% | +55.3% | +3.9% |
| All | +3.0% | -51.6% | +54.6% | +3.9% |
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