-50.4%
BIDU vs RJF
+429.3%
-479.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -8.1% | -2.7% | -5.4% | -7.1% |
| 30D | -12.8% | -4.3% | -8.6% | -11.4% |
| 3M | -21.3% | +15.7% | -37.0% | -25.8% |
| 6M | -27.0% | +17.8% | -44.8% | -31.8% |
| YTD | -30.0% | +9.2% | -39.2% | -33.0% |
| 1Y | -18.3% | +2.8% | -21.0% | -20.1% |
| 3Y | -33.8% | +69.5% | -103.3% | -48.7% |
| 5Y | -44.3% | +105.9% | -150.2% | -60.6% |
| All | -50.4% | +429.3% | -479.6% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling