-65.2%
BIDU vs REPL
-17.3%
-47.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.8% | -1.1% |
| 7D | -5.2% | -13.4% | +8.2% | -4.5% |
| 30D | -14.5% | -3.0% | -11.5% | -14.5% |
| 3M | -22.9% | +56.3% | -79.2% | -27.1% |
| 6M | -27.8% | +60.9% | -88.7% | -35.7% |
| YTD | -30.7% | +36.2% | -66.9% | -37.8% |
| 1Y | -15.8% | +121.0% | -136.8% | -29.5% |
| 3Y | -33.2% | -32.8% | -0.4% | -47.4% |
| 5Y | -44.8% | -58.7% | +13.9% | -55.3% |
| All | -65.2% | -17.3% | -47.9% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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