+588.9%
RVMD vs BIDU
-44.1%
+632.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -3.0% | -8.1% | +5.1% | -0.8% |
| 30D | -0.7% | -12.8% | +12.1% | +2.6% |
| 3M | +36.5% | -21.3% | +57.8% | +44.5% |
| 6M | +104.6% | -27.0% | +131.6% | +119.5% |
| YTD | +155.8% | -30.0% | +185.9% | +175.8% |
| 1Y | +340.7% | -18.3% | +358.9% | +346.3% |
| 3Y | +519.9% | -33.8% | +553.8% | +545.4% |
| All | +588.9% | -44.1% | +632.9% | +611.9% |
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 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