-61.7%
BIDU vs REPL
-6.0%
-55.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.2% |
| 7D | +2.4% | -3.0% | +5.4% | +2.6% |
| 30D | -10.5% | +27.1% | -37.6% | -11.9% |
| 3M | -26.2% | +52.4% | -78.6% | -30.1% |
| 6M | -16.4% | +107.4% | -123.8% | -26.8% |
| YTD | -23.9% | +54.7% | -78.6% | -32.2% |
| 1Y | +1.3% | +158.9% | -157.6% | -16.1% |
| 3Y | -32.1% | -23.7% | -8.4% | -46.8% |
| 5Y | -39.0% | -54.3% | +15.4% | -50.8% |
| All | -61.7% | -6.0% | -55.7% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling