-70.1%
BIDU vs REPL
+37.4%
-107.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | -2.3% | +9.8% | -12.1% | -2.9% |
| 30D | -7.3% | +81.5% | -88.8% | -10.7% |
| 3M | -26.0% | +44.2% | -70.2% | -27.8% |
| 6M | -44.5% | +437.4% | -481.9% | -52.4% |
| YTD | -40.6% | +126.1% | -166.7% | -48.4% |
| 1Y | -39.8% | +143.1% | -182.9% | -48.0% |
| 3Y | -26.7% | +97.8% | -124.6% | -48.9% |
| 5Y | -54.5% | -34.3% | -20.2% | -64.1% |
| All | -70.1% | +37.4% | -107.5% | -81.2% |
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