-52.3%
BIDU vs DOC
+15.7%
-68.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +7.2% | +6.5% | +0.7% | +5.3% |
| 30D | -4.0% | +9.2% | -13.2% | -6.4% |
| 3M | -25.1% | -2.5% | -22.6% | -24.7% |
| 6M | -41.8% | +7.1% | -48.8% | -43.2% |
| YTD | -37.3% | +33.0% | -70.3% | -42.6% |
| 1Y | -35.6% | +23.3% | -58.8% | -39.8% |
| 3Y | -24.5% | +44.9% | -69.4% | -33.5% |
| 5Y | -48.3% | -21.6% | -26.6% | -47.0% |
| All | -52.3% | +15.7% | -68.0% | -56.6% |
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