-38.8%
DOCS vs BIDU
-58.2%
+19.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.9% |
| 7D | -0.6% | +3.6% | -4.1% | -1.5% |
| 30D | +6.3% | -6.6% | +12.9% | +8.3% |
| 3M | +26.5% | -27.2% | +53.7% | +37.1% |
| 6M | +24.8% | -43.5% | +68.3% | +43.7% |
| YTD | -26.8% | -39.0% | +12.2% | -18.9% |
| 1Y | -38.3% | -39.8% | +1.5% | -31.8% |
| 3Y | +36.0% | -24.8% | +60.8% | +31.6% |
| 5Y | -55.0% | -50.7% | -4.3% | -50.7% |
| All | -38.8% | -58.2% | +19.4% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling