-42.6%
BROS vs BIDU
-54.4%
+11.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.3% |
| 7D | +6.3% | -4.6% | +10.9% | +7.5% |
| 30D | -8.3% | -4.5% | -3.8% | -7.3% |
| 3M | -29.8% | -25.4% | -4.4% | -25.1% |
| 6M | -25.8% | -48.1% | +22.3% | -14.3% |
| YTD | -41.4% | -40.2% | -1.2% | -35.3% |
| 1Y | -35.2% | -35.2% | +0.1% | -30.2% |
| 3Y | +32.8% | -27.1% | +59.9% | +31.7% |
| All | -42.6% | -54.4% | +11.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling