+66.4%
DOCN vs BIDU
-69.2%
+135.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.2% | -14.7% | -15.4% |
| 7D | -29.3% | +1.1% | -30.3% | -29.6% |
| 30D | -46.0% | -8.7% | -37.3% | -43.8% |
| 3M | -43.2% | -28.5% | -14.7% | -35.2% |
| 6M | -53.7% | -37.0% | -16.7% | -44.9% |
| YTD | +46.9% | -39.2% | +86.1% | +74.8% |
| 1Y | +54.3% | -35.6% | +89.9% | +78.9% |
| 3Y | +185.5% | -27.5% | +213.1% | +192.4% |
| 5Y | -31.1% | -49.8% | +18.7% | -18.7% |
| All | +66.4% | -69.2% | +135.6% | +106.6% |
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