+98.6%
DOCU vs BIDU
-68.7%
+167.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | +15.7% | -8.7% | +24.4% | +19.0% |
| 3M | +37.3% | -28.5% | +65.7% | +52.4% |
| 6M | +63.1% | -37.0% | +100.2% | +86.0% |
| YTD | +15.4% | -39.2% | +54.6% | +30.7% |
| 1Y | +11.3% | -35.6% | +46.9% | +22.4% |
| 3Y | +92.1% | -27.5% | +119.6% | +87.8% |
| 5Y | -70.5% | -49.8% | -20.7% | -67.9% |
| All | +98.6% | -68.7% | +167.3% | +151.1% |
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