-7.8%
BRO vs BIDU
-34.3%
+26.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -7.3% | -8.1% | +0.8% | -7.5% |
| 30D | -6.9% | -12.8% | +6.0% | -7.1% |
| 3M | +10.7% | -21.3% | +31.9% | +10.1% |
| 6M | -2.7% | -27.0% | +24.3% | -3.4% |
| YTD | -16.3% | -30.0% | +13.7% | -17.1% |
| 1Y | -29.1% | -18.3% | -10.8% | -30.3% |
| 3Y | -7.8% | -33.8% | +26.0% | -8.7% |
| All | -7.8% | -34.3% | +26.5% | -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 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