-43.4%
BIDU vs RL
+244.9%
-288.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.8% | -6.5% |
| 7D | -2.4% | +1.9% | -4.3% | -3.1% |
| 30D | -15.6% | -12.2% | -3.4% | -11.5% |
| 3M | -22.3% | -6.6% | -15.6% | -20.8% |
| 6M | -22.3% | +3.2% | -25.4% | -24.8% |
| YTD | -29.2% | -1.3% | -27.9% | -30.5% |
| 1Y | -14.8% | +13.6% | -28.4% | -21.6% |
| 3Y | -31.8% | +210.9% | -242.7% | -64.6% |
| All | -43.4% | +244.9% | -288.3% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling