+30.9%
DOCU vs BIDU
-30.8%
+61.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.3% |
| 7D | +6.9% | +2.4% | +4.5% | +6.6% |
| 30D | +19.0% | -10.5% | +29.5% | +20.2% |
| 3M | +34.3% | -26.2% | +60.5% | +38.4% |
| 6M | +48.0% | -16.4% | +64.4% | +49.6% |
| YTD | 0.0% | -23.9% | +23.9% | +2.0% |
| 1Y | -10.3% | +1.3% | -11.6% | -13.2% |
| All | +30.9% | -30.8% | +61.7% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling