-25.6%
BIDU vs REPL
+96.7%
-122.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.2% |
| 7D | -0.8% | +5.3% | -6.1% | -0.9% |
| 30D | -5.4% | +66.6% | -72.0% | -6.3% |
| 3M | -24.7% | +59.6% | -84.3% | -25.4% |
| 6M | -45.3% | +482.4% | -527.6% | -47.4% |
| YTD | -39.0% | +124.1% | -163.0% | -41.4% |
| 1Y | -39.6% | +138.6% | -178.1% | -42.0% |
| All | -25.6% | +96.7% | -122.4% | -32.6% |
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