-47.4%
BIDU vs DOC
-2.1%
-45.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.6% |
| 7D | +2.4% | -1.5% | +3.9% | +2.8% |
| 30D | -10.5% | -4.8% | -5.7% | -9.3% |
| 3M | -26.2% | +6.9% | -33.1% | -27.8% |
| 6M | -16.4% | +20.7% | -37.1% | -21.3% |
| YTD | -23.9% | +34.1% | -58.0% | -30.4% |
| 1Y | +1.3% | +22.6% | -21.4% | -5.3% |
| 3Y | -32.1% | +20.8% | -52.9% | -37.1% |
| 5Y | -39.0% | -24.9% | -14.1% | -36.9% |
| All | -47.4% | -2.1% | -45.3% | -48.7% |
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