-43.4%
BIDU vs REPL
-52.9%
+9.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.8% | -5.2% | -6.9% |
| 7D | -2.4% | -5.7% | +3.3% | -2.2% |
| 30D | -15.6% | +22.5% | -38.1% | -16.4% |
| 3M | -22.3% | +64.7% | -87.0% | -25.1% |
| 6M | -22.3% | +83.0% | -105.3% | -28.0% |
| YTD | -29.2% | +52.0% | -81.1% | -34.1% |
| 1Y | -14.8% | +144.5% | -159.4% | -23.6% |
| 3Y | -31.8% | -25.1% | -6.7% | -38.9% |
| All | -43.4% | -52.9% | +9.4% | -51.7% |
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