-32.9%
DOCN vs BIDU
-49.5%
+16.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.1% | +8.5% |
| 7D | -12.8% | +5.4% | -18.2% | -14.8% |
| 30D | -41.9% | -5.0% | -36.9% | -40.5% |
| 3M | -36.9% | -26.1% | -10.8% | -28.8% |
| 6M | -52.2% | -42.6% | -9.7% | -40.7% |
| YTD | +62.7% | -38.0% | +100.7% | +92.8% |
| 1Y | +58.2% | -35.7% | +93.9% | +84.2% |
| 3Y | +219.5% | -22.9% | +242.4% | +216.4% |
| 5Y | -32.9% | -49.9% | +17.0% | -11.7% |
| All | -32.9% | -49.5% | +16.7% | -11.7% |
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