+70.5%
DOCN vs BIDU
-68.3%
+138.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.6% |
| 6M | -55.0% | -41.8% | -13.2% | -44.7% |
| YTD | +50.6% | -37.3% | +88.0% | +77.1% |
| 1Y | +54.0% | -35.6% | +89.5% | +78.5% |
| 3Y | +203.9% | -24.5% | +228.4% | +205.8% |
| 5Y | -29.4% | -48.3% | +18.9% | -17.7% |
| All | +70.5% | -68.3% | +138.8% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling