+27.0%
BROS vs BIDU
-37.4%
+64.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.3% | -0.2% |
| 7D | -6.7% | +2.4% | -9.1% | -7.2% |
| 30D | -29.1% | -10.5% | -18.6% | -27.4% |
| 3M | -16.7% | -26.2% | +9.5% | -11.4% |
| 6M | -11.6% | -16.4% | +4.8% | -9.3% |
| YTD | -23.9% | -23.9% | 0.0% | -20.6% |
| 1Y | -34.8% | +1.3% | -36.1% | -37.8% |
| 3Y | +62.1% | -32.1% | +94.2% | +67.0% |
| All | +27.0% | -37.4% | +64.4% | +30.1% |
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