+556.4%
BIDU vs DOC
+155.0%
+401.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.3% |
| 7D | +1.2% | +8.7% | -7.6% | -1.9% |
| 30D | -7.5% | +7.6% | -15.2% | -10.1% |
| 3M | -28.6% | -5.3% | -23.3% | -27.3% |
| 6M | -36.9% | +27.6% | -64.5% | -42.8% |
| YTD | -38.4% | +32.4% | -70.8% | -45.1% |
| 1Y | -35.7% | +22.9% | -58.5% | -41.0% |
| 3Y | -26.7% | +43.1% | -69.7% | -37.9% |
| 5Y | -50.5% | -21.4% | -29.1% | -48.0% |
| 10Y | -52.0% | +16.8% | -68.9% | -60.6% |
| All | +556.4% | +155.0% | +401.4% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling