-52.0%
BIDU vs DOC
+21.5%
-73.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -7.3% | +6.6% | -13.9% | -9.0% |
| 3M | -26.0% | -1.1% | -24.8% | -25.8% |
| 6M | -44.5% | +4.8% | -49.4% | -45.5% |
| YTD | -40.6% | +32.1% | -72.7% | -45.5% |
| 1Y | -39.8% | +21.9% | -61.7% | -43.5% |
| 3Y | -26.7% | +51.4% | -78.1% | -36.3% |
| 5Y | -54.5% | -21.2% | -33.3% | -53.4% |
| All | -52.0% | +21.5% | -73.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling