-20.4%
DOCU vs BIDU
-15.6%
-4.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.1% | -4.5% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | +8.0% | -15.6% | +23.6% | +8.5% |
| 3M | +41.0% | -22.3% | +63.3% | +41.9% |
| 6M | +33.7% | -22.3% | +55.9% | +34.1% |
| YTD | -4.9% | -29.2% | +24.3% | -3.7% |
| 1Y | -20.4% | -14.8% | -5.6% | -22.7% |
| All | -20.4% | -15.6% | -4.8% | -22.7% |
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 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