-35.6%
BIDU vs DOC
+20.9%
-56.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +7.2% | +6.5% | +0.7% | +4.7% |
| 30D | -4.0% | +9.2% | -13.2% | -7.2% |
| 3M | -25.1% | -2.5% | -22.6% | -24.4% |
| 6M | -41.8% | +7.1% | -48.8% | -44.2% |
| YTD | -37.3% | +33.0% | -70.3% | -45.7% |
| 1Y | -35.6% | +23.3% | -58.8% | -42.9% |
| All | -35.6% | +20.9% | -56.5% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling