-26.2%
BIDU vs DOC
+7.8%
-34.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +3.9% |
| 7D | +2.4% | -1.5% | +3.9% | +2.3% |
| 30D | -10.5% | -4.8% | -5.7% | -11.4% |
| 3M | -26.2% | +6.9% | -33.1% | -28.5% |
| All | -26.2% | +7.8% | -34.0% | -28.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling