-33.4%
BIDU vs REPL
-27.0%
-6.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.4% | -9.6% | +7.1% | -2.3% |
| 30D | -16.0% | +5.7% | -21.7% | -16.1% |
| 3M | -24.0% | +56.4% | -80.4% | -25.3% |
| 6M | -24.9% | +67.4% | -92.3% | -27.3% |
| YTD | -29.6% | +48.7% | -78.2% | -31.9% |
| 1Y | -15.2% | +148.3% | -163.4% | -18.2% |
| All | -33.4% | -27.0% | -6.4% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling