-48.1%
DOCS vs BIDU
-35.7%
-12.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.2% |
| 7D | -0.8% | +7.2% | -7.9% | -1.1% |
| 30D | +17.4% | -4.0% | +21.4% | +17.4% |
| 3M | +57.4% | -25.1% | +82.5% | +57.4% |
| 6M | +26.5% | -41.8% | +68.3% | +26.4% |
| YTD | -26.6% | -37.3% | +10.8% | -26.9% |
| 1Y | -48.1% | -35.6% | -12.5% | -48.1% |
| All | -48.1% | -35.7% | -12.4% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling