+48.3%
ROP vs BIDU
-45.4%
+93.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -2.7% | -2.3% | -0.3% | -2.7% |
| 30D | +29.7% | -7.3% | +37.0% | +29.5% |
| 3M | +21.2% | -26.0% | +47.2% | +20.1% |
| 6M | +48.3% | -44.5% | +92.8% | +43.5% |
| All | +48.3% | -45.4% | +93.7% | +43.5% |
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