-50.3%
DOCS vs BIDU
-47.9%
-2.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.8% | -3.8% |
| 7D | -1.4% | +2.4% | -3.8% | -2.1% |
| 30D | +21.8% | -10.5% | +32.3% | +25.0% |
| 3M | +27.3% | -26.2% | +53.5% | +36.8% |
| 6M | -0.3% | -16.4% | +16.1% | +2.7% |
| YTD | -40.5% | -23.9% | -16.6% | -37.9% |
| 1Y | -61.5% | +1.3% | -62.8% | -63.8% |
| 3Y | +8.2% | -32.1% | +40.3% | +11.8% |
| 5Y | -73.4% | -39.0% | -34.5% | -72.3% |
| All | -50.3% | -47.9% | -2.4% | -44.7% |
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