-24.5%
BRO vs BIDU
+1.5%
-26.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.6% | -1.1% |
| 7D | -2.6% | +2.4% | -5.0% | -2.3% |
| 30D | +0.9% | -10.5% | +11.4% | -0.2% |
| 3M | +24.8% | -26.2% | +51.0% | +21.0% |
| 6M | -0.1% | -16.4% | +16.3% | -1.8% |
| YTD | -9.7% | -23.9% | +14.2% | -12.2% |
| 1Y | -24.5% | +1.3% | -25.8% | -28.2% |
| All | -24.5% | +1.5% | -26.0% | -28.2% |
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