+52.7%
ROST vs BIDU
-34.6%
+87.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.5% | +1.6% | +5.9% |
| 7D | +7.8% | +1.2% | +6.6% | +7.7% |
| 30D | +8.6% | -7.5% | +16.1% | +8.7% |
| 3M | -1.9% | -28.6% | +26.6% | -1.2% |
| 6M | +9.1% | -36.9% | +46.1% | +9.6% |
| YTD | +37.2% | -38.4% | +75.7% | +36.9% |
| 1Y | +52.7% | -35.7% | +88.4% | +52.2% |
| All | +52.7% | -34.6% | +87.4% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling