+1,345.6%
RSG vs BIDU
+1,294.4%
+51.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | +3.7% | -16.0% | +19.6% | +5.1% |
| 3M | +6.2% | -24.0% | +30.2% | +8.5% |
| 6M | -2.8% | -24.9% | +22.1% | -1.0% |
| YTD | +5.9% | -29.6% | +35.5% | +8.2% |
| 1Y | -1.8% | -15.2% | +13.4% | -2.0% |
| 3Y | +57.5% | -32.2% | +89.7% | +58.0% |
| 5Y | +91.1% | -43.8% | +134.8% | +88.0% |
| 10Y | +428.1% | -49.5% | +477.5% | +396.8% |
| All | +1,345.6% | +1,294.4% | +51.2% | +808.5% |
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 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