+664.2%
RSP vs BIDU
+1,076.2%
-412.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.4% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | +3.5% | -7.3% | +10.8% | +4.8% |
| 3M | +0.2% | -26.0% | +26.2% | +5.3% |
| 6M | +9.1% | -44.5% | +53.7% | +20.0% |
| YTD | +16.6% | -40.6% | +57.2% | +25.6% |
| 1Y | +17.9% | -39.8% | +57.7% | +26.4% |
| 3Y | +64.6% | -26.7% | +91.3% | +64.7% |
| 5Y | +48.4% | -54.5% | +102.9% | +53.1% |
| 10Y | +212.9% | -52.4% | +265.3% | +196.4% |
| All | +664.2% | +1,076.2% | -412.0% | +321.9% |
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