-33.8%
BIDU vs RJF
+69.0%
-102.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -8.1% | -2.7% | -5.4% | -7.5% |
| 30D | -12.8% | -4.3% | -8.6% | -12.0% |
| 3M | -21.3% | +15.7% | -37.0% | -24.0% |
| 6M | -27.0% | +17.8% | -44.8% | -29.9% |
| YTD | -30.0% | +9.2% | -39.2% | -31.9% |
| 1Y | -18.3% | +2.8% | -21.0% | -19.5% |
| 3Y | -33.8% | +69.5% | -103.3% | -45.9% |
| All | -33.8% | +69.0% | -102.8% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling