-52.3%
BIDU vs RL
+243.0%
-295.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -0.8% | -4.4% | +3.5% | +0.6% |
| 30D | -5.4% | +5.6% | -11.0% | -7.6% |
| 3M | -24.7% | -0.6% | -24.1% | -24.9% |
| 6M | -45.3% | +15.5% | -60.7% | -49.3% |
| YTD | -39.0% | +12.3% | -51.3% | -43.3% |
| 1Y | -39.6% | +19.3% | -58.9% | -45.4% |
| 3Y | -24.7% | +255.5% | -280.3% | -64.3% |
| 5Y | -52.3% | +247.1% | -299.4% | -78.8% |
| All | -52.3% | +243.0% | -295.3% | -78.8% |
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