-10.3%
DOCU vs BIDU
+1.5%
-11.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.5% |
| 7D | +6.9% | +2.4% | +4.5% | +6.8% |
| 30D | +19.0% | -10.5% | +29.5% | +19.3% |
| 3M | +34.3% | -26.2% | +60.5% | +35.6% |
| 6M | +48.0% | -16.4% | +64.4% | +48.2% |
| YTD | 0.0% | -23.9% | +23.9% | +1.1% |
| 1Y | -10.3% | +1.3% | -11.6% | -16.3% |
| All | -10.3% | +1.5% | -11.7% | -16.3% |
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