-49.3%
BIDU vs DOC
-21.4%
-27.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +7.2% | +6.5% | +0.7% | +4.6% |
| 30D | -4.0% | +9.2% | -13.2% | -7.4% |
| 3M | -25.1% | -2.5% | -22.6% | -24.5% |
| 6M | -41.8% | +7.1% | -48.8% | -43.8% |
| YTD | -37.3% | +33.0% | -70.3% | -44.9% |
| 1Y | -35.6% | +23.3% | -58.8% | -41.7% |
| 3Y | -24.5% | +44.9% | -69.4% | -39.0% |
| All | -49.3% | -21.4% | -27.8% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling