+4,275.1%
ROST vs BIDU
+1,407.1%
+2,868.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.0% |
| 7D | +0.9% | +2.4% | -1.5% | +0.6% |
| 30D | -8.9% | -10.5% | +1.6% | -7.6% |
| 3M | -0.8% | -26.2% | +25.4% | +3.3% |
| 6M | +8.5% | -16.4% | +24.9% | +10.2% |
| YTD | +28.6% | -23.9% | +52.5% | +32.0% |
| 1Y | +52.3% | +1.3% | +51.1% | +48.5% |
| 3Y | +94.8% | -32.1% | +126.9% | +97.4% |
| 5Y | +110.8% | -39.0% | +149.7% | +106.9% |
| 10Y | +304.5% | -44.0% | +348.6% | +280.1% |
| All | +4,275.1% | +1,407.1% | +2,868.0% | +2,408.3% |
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