+636.8%
RRX vs BIDU
+1,302.3%
-665.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +2.1% |
| 7D | +4.3% | -2.4% | +6.7% | +4.7% |
| 30D | -8.0% | -15.6% | +7.6% | -4.8% |
| 3M | -22.0% | -22.3% | +0.3% | -17.9% |
| 6M | -11.9% | -22.3% | +10.4% | -7.7% |
| YTD | +17.1% | -29.2% | +46.3% | +24.6% |
| 1Y | +14.9% | -14.8% | +29.7% | +16.3% |
| 3Y | +6.9% | -31.8% | +38.7% | +10.7% |
| 5Y | +19.6% | -43.1% | +62.7% | +20.5% |
| 10Y | +215.9% | -50.6% | +266.6% | +203.4% |
| All | +636.8% | +1,302.3% | -665.5% | +279.8% |
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