-52.0%
BIDU vs DOC
+21.1%
-73.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | +5.4% | +5.9% | -0.5% | +3.7% |
| 30D | -5.0% | +10.3% | -15.3% | -7.7% |
| 3M | -26.1% | -2.2% | -23.9% | -25.8% |
| 6M | -42.6% | +8.2% | -50.8% | -44.1% |
| YTD | -38.0% | +35.4% | -73.3% | -43.5% |
| 1Y | -35.7% | +23.6% | -59.3% | -39.9% |
| 3Y | -22.9% | +57.3% | -80.2% | -33.8% |
| 5Y | -49.9% | -19.6% | -30.3% | -49.0% |
| 10Y | -52.0% | +20.8% | -72.8% | -57.0% |
| All | -52.0% | +21.1% | -73.1% | -57.0% |
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