+651.0%
BIDU vs RJF
+1,713.5%
-1,062.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -16.0% | -2.0% | -13.9% | -15.3% |
| 3M | -24.0% | +16.3% | -40.3% | -29.0% |
| 6M | -24.9% | +16.9% | -41.8% | -30.1% |
| YTD | -29.6% | +10.4% | -40.0% | -33.2% |
| 1Y | -15.2% | +7.4% | -22.6% | -18.8% |
| 3Y | -32.2% | +72.2% | -104.4% | -48.5% |
| 5Y | -43.8% | +105.1% | -148.9% | -61.0% |
| 10Y | -49.5% | +430.9% | -480.4% | -78.5% |
| All | +651.0% | +1,713.5% | -1,062.5% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling