-3.5%
BRO vs BIDU
-36.5%
+33.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.5% |
| 7D | +9.9% | +1.1% | +8.9% | +10.0% |
| 30D | +22.3% | -8.7% | +31.0% | +20.9% |
| 3M | +5.3% | -28.5% | +33.8% | +0.6% |
| 6M | +30.3% | -37.0% | +67.4% | +22.3% |
| YTD | -5.7% | -39.2% | +33.4% | -12.0% |
| 1Y | -3.5% | -35.6% | +32.1% | -8.7% |
| All | -3.5% | -36.5% | +33.0% | -8.7% |
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