+4,302.4%
ROST vs BIDU
+1,083.9%
+3,218.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +0.3% | -4.6% | +4.8% | +0.9% |
| 30D | +0.5% | -4.5% | +5.0% | +1.2% |
| 3M | -5.2% | -25.4% | +20.1% | -1.3% |
| 6M | +9.8% | -48.1% | +57.9% | +20.3% |
| YTD | +29.4% | -40.2% | +69.6% | +37.5% |
| 1Y | +44.4% | -35.2% | +79.6% | +51.3% |
| 3Y | +95.0% | -27.1% | +122.1% | +94.9% |
| 5Y | +111.9% | -54.2% | +166.0% | +117.6% |
| 10Y | +301.2% | -52.0% | +353.3% | +286.1% |
| All | +4,302.4% | +1,083.9% | +3,218.5% | +2,513.7% |
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