-33.4%
BIDU vs RL
+198.9%
-232.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.1% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -16.0% | -17.5% | +1.6% | -12.5% |
| 3M | -24.0% | -14.0% | -10.0% | -21.8% |
| 6M | -24.9% | -2.0% | -22.9% | -25.4% |
| YTD | -29.6% | -4.6% | -25.0% | -29.7% |
| 1Y | -15.2% | +9.5% | -24.7% | -18.2% |
| All | -33.4% | +198.9% | -232.3% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling