-52.3%
BIDU vs REPL
-34.5%
-17.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.3% |
| 7D | -0.8% | +5.3% | -6.1% | -1.0% |
| 30D | -5.4% | +66.6% | -72.0% | -7.2% |
| 3M | -24.7% | +59.6% | -84.3% | -26.2% |
| 6M | -45.3% | +482.4% | -527.6% | -50.3% |
| YTD | -39.0% | +124.1% | -163.0% | -44.0% |
| 1Y | -39.6% | +138.6% | -178.1% | -44.7% |
| 3Y | -24.7% | +96.0% | -120.8% | -41.5% |
| 5Y | -52.3% | -35.4% | -16.9% | -62.0% |
| All | -52.3% | -34.5% | -17.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling