-49.8%
BIDU vs DOC
-22.1%
-27.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +1.1% | +6.2% | -5.2% | -1.3% |
| 30D | -8.7% | +6.5% | -15.2% | -11.0% |
| 3M | -28.5% | -6.2% | -22.2% | -26.8% |
| 6M | -37.0% | +25.6% | -62.6% | -43.2% |
| YTD | -39.2% | +32.1% | -71.2% | -46.4% |
| 1Y | -35.6% | +20.3% | -55.8% | -41.1% |
| 3Y | -27.5% | +42.7% | -70.3% | -41.0% |
| 5Y | -49.8% | -22.2% | -27.6% | -45.1% |
| All | -49.8% | -22.1% | -27.7% | -45.1% |
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