-35.7%
BIDU vs RL
+34.3%
-70.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.5% | 0.0% | +3.8% |
| 7D | +1.2% | +5.8% | -4.6% | +0.3% |
| 30D | -7.5% | +12.7% | -20.3% | -9.2% |
| 3M | -28.6% | +9.3% | -37.9% | -29.6% |
| 6M | -36.9% | +16.9% | -53.8% | -38.4% |
| YTD | -38.4% | +17.5% | -55.9% | -41.3% |
| 1Y | -35.7% | +34.6% | -70.3% | -44.3% |
| All | -35.7% | +34.3% | -70.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling