+655.4%
RSP vs BIDU
+1,407.1%
-751.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.5% | -1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | -0.3% | -10.5% | +10.1% | +1.4% |
| 3M | +4.3% | -26.2% | +30.5% | +9.4% |
| 6M | +8.8% | -16.4% | +25.2% | +11.1% |
| YTD | +15.3% | -23.9% | +39.1% | +19.1% |
| 1Y | +18.3% | +1.3% | +17.0% | +14.9% |
| 3Y | +52.8% | -32.1% | +84.9% | +55.5% |
| 5Y | +51.7% | -39.0% | +90.7% | +48.2% |
| 10Y | +208.5% | -44.0% | +252.5% | +184.5% |
| All | +655.4% | +1,407.1% | -751.7% | +299.8% |
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