+16.0%
BABA vs RJF
+334.0%
-318.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -8.4% | +5.3% | -13.7% | -10.1% |
| 3M | -20.6% | -6.8% | -13.8% | -18.9% |
| 6M | -25.4% | +11.4% | -36.8% | -28.5% |
| YTD | -30.1% | +5.5% | -35.7% | -32.0% |
| 1Y | -36.3% | +3.7% | -39.9% | -37.7% |
| 3Y | +30.4% | +73.4% | -43.1% | +2.2% |
| 5Y | -35.7% | +78.3% | -114.1% | -51.1% |
| 10Y | +16.0% | +328.4% | -312.4% | -34.7% |
| All | +16.0% | +334.0% | -318.0% | -34.7% |
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