+537.7%
BIDU vs RL
+951.4%
-413.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | -4.6% | +2.6% | -7.1% | -5.6% |
| 30D | -4.5% | +2.9% | -7.5% | -5.9% |
| 3M | -25.4% | 0.0% | -25.4% | -25.8% |
| 6M | -48.1% | +17.1% | -65.2% | -52.3% |
| YTD | -40.2% | +10.1% | -50.3% | -44.1% |
| 1Y | -35.2% | +17.3% | -52.6% | -41.1% |
| 3Y | -27.1% | +249.3% | -276.4% | -60.3% |
| 5Y | -54.2% | +240.9% | -295.1% | -75.2% |
| 10Y | -52.0% | +337.3% | -389.3% | -80.0% |
| All | +537.7% | +951.4% | -413.7% | +29.4% |
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