-51.7%
BIDU vs DOC
+21.2%
-72.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | -4.5% | +7.7% | -12.3% | -6.6% |
| 3M | -25.4% | -2.0% | -23.3% | -25.0% |
| 6M | -48.1% | +5.9% | -53.9% | -49.2% |
| YTD | -40.2% | +31.8% | -72.0% | -45.1% |
| 1Y | -35.2% | +22.5% | -57.8% | -39.4% |
| 3Y | -27.1% | +54.7% | -81.8% | -37.0% |
| 5Y | -54.2% | -21.3% | -32.9% | -53.1% |
| All | -51.7% | +21.2% | -72.9% | -56.1% |
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