+605.1%
RVMD vs BIDU
-32.3%
+637.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -3.0% | -8.1% | +5.1% | -0.6% |
| 30D | -0.7% | -12.8% | +12.1% | +2.8% |
| 3M | +36.5% | -21.3% | +57.8% | +45.0% |
| 6M | +104.6% | -27.0% | +131.6% | +120.6% |
| YTD | +155.8% | -30.0% | +185.9% | +177.3% |
| 1Y | +340.7% | -18.3% | +358.9% | +347.0% |
| 3Y | +519.9% | -33.8% | +553.8% | +545.8% |
| 5Y | +584.9% | -44.3% | +629.2% | +604.1% |
| All | +605.1% | -32.3% | +637.4% | +457.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling