+618.6%
RVMD vs BIDU
-31.8%
+650.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | +0.3% | -16.0% | +16.3% | +5.0% |
| 3M | +38.9% | -24.0% | +62.9% | +49.0% |
| 6M | +108.1% | -24.9% | +133.0% | +122.4% |
| YTD | +160.7% | -29.6% | +190.3% | +182.0% |
| 1Y | +407.3% | -15.2% | +422.4% | +409.2% |
| 3Y | +546.6% | -32.2% | +578.7% | +568.1% |
| 5Y | +579.8% | -43.8% | +623.6% | +596.7% |
| All | +618.6% | -31.8% | +650.5% | +467.4% |
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