+533.5%
BIDU vs RL
+963.7%
-430.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.3% |
| 7D | -2.3% | +2.4% | -4.7% | -3.4% |
| 30D | -7.3% | +4.6% | -11.9% | -9.2% |
| 3M | -26.0% | -1.1% | -24.8% | -26.0% |
| 6M | -44.5% | +16.5% | -61.1% | -48.9% |
| YTD | -40.6% | +11.4% | -52.0% | -44.7% |
| 1Y | -39.8% | +16.1% | -55.9% | -45.0% |
| 3Y | -26.7% | +252.6% | -279.3% | -60.2% |
| 5Y | -54.5% | +244.9% | -299.4% | -75.5% |
| 10Y | -52.4% | +342.4% | -394.7% | -80.2% |
| All | +533.5% | +963.7% | -430.2% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling