-40.3%
BIDU vs DOC
-24.5%
-15.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.8% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | -10.5% | -4.8% | -5.7% | -8.8% |
| 3M | -26.2% | +6.9% | -33.1% | -28.5% |
| 6M | -16.4% | +20.7% | -37.1% | -23.3% |
| YTD | -23.9% | +34.1% | -58.0% | -33.0% |
| 1Y | +1.3% | +22.6% | -21.4% | -8.0% |
| 3Y | -32.1% | +20.8% | -52.9% | -38.9% |
| All | -40.3% | -24.5% | -15.8% | -38.3% |
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