+711.7%
BIDU vs RL
+853.2%
-141.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.3% |
| 7D | +2.4% | -0.8% | +3.2% | +2.8% |
| 30D | -10.5% | -7.8% | -2.7% | -7.7% |
| 3M | -26.2% | -4.0% | -22.2% | -25.5% |
| 6M | -16.4% | -1.9% | -14.5% | -17.5% |
| YTD | -23.9% | -0.2% | -23.7% | -25.6% |
| 1Y | +1.3% | +10.7% | -9.4% | -5.7% |
| 3Y | -32.1% | +210.8% | -242.9% | -61.1% |
| 5Y | -39.0% | +238.2% | -277.2% | -67.0% |
| 10Y | -44.0% | +313.4% | -357.4% | -76.2% |
| All | +711.7% | +853.2% | -141.4% | +72.1% |
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