+48.7%
RSP vs BIDU
-49.5%
+98.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +0.4% | +5.4% | -4.9% | -0.2% |
| 30D | +3.7% | -5.0% | +8.8% | +4.3% |
| 3M | +0.8% | -26.1% | +26.9% | +4.1% |
| 6M | +9.1% | -42.6% | +51.6% | +15.7% |
| YTD | +16.7% | -38.0% | +54.7% | +22.0% |
| 1Y | +19.7% | -35.7% | +55.4% | +24.3% |
| 3Y | +66.7% | -22.9% | +89.7% | +65.3% |
| 5Y | +48.7% | -49.9% | +98.6% | +51.5% |
| All | +48.7% | -49.5% | +98.2% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling