-35.6%
DOCN vs BIDU
-48.7%
+13.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.3% |
| 7D | -19.2% | +7.2% | -26.3% | -21.5% |
| 30D | -43.1% | -4.0% | -39.0% | -41.9% |
| 3M | -40.7% | -25.1% | -15.6% | -33.4% |
| 6M | -55.0% | -41.8% | -13.2% | -44.4% |
| YTD | +50.6% | -37.3% | +88.0% | +77.8% |
| 1Y | +54.0% | -35.6% | +89.5% | +79.1% |
| 3Y | +203.9% | -24.5% | +228.4% | +204.5% |
| All | -35.6% | -48.7% | +13.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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