-0.3%
DOCS vs BIDU
-17.1%
+16.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.8% | -3.1% |
| 7D | -1.4% | +2.4% | -3.8% | -1.6% |
| 30D | +21.8% | -10.5% | +32.3% | +23.0% |
| 3M | +27.3% | -26.2% | +53.5% | +31.0% |
| 6M | -0.3% | -16.4% | +16.1% | -0.9% |
| All | -0.3% | -17.1% | +16.8% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling