+518.6%
RVMD vs BIDU
-34.9%
+553.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -3.6% | -5.2% | +1.7% | -2.6% |
| 30D | -1.1% | -14.5% | +13.4% | +1.7% |
| 3M | +41.0% | -22.9% | +63.9% | +47.6% |
| 6M | +105.7% | -27.8% | +133.5% | +116.5% |
| YTD | +155.3% | -30.7% | +186.0% | +170.0% |
| 1Y | +402.7% | -15.8% | +418.5% | +403.7% |
| All | +518.6% | -34.9% | +553.6% | +532.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling