+16.7%
BABA vs RJF
+428.9%
-412.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.2% | +1.8% | -1.9% | -0.8% |
| 30D | -12.3% | 0.0% | -12.3% | -12.4% |
| 3M | -5.3% | +18.0% | -23.3% | -10.8% |
| 6M | -13.1% | +17.0% | -30.0% | -18.0% |
| YTD | -22.4% | +11.1% | -33.6% | -25.7% |
| 1Y | -19.5% | +8.0% | -27.4% | -22.3% |
| 3Y | +32.9% | +73.3% | -40.3% | +4.7% |
| 5Y | -29.9% | +107.4% | -137.3% | -49.1% |
| 10Y | +16.7% | +428.5% | -411.8% | -40.1% |
| All | +16.7% | +428.9% | -412.1% | -40.1% |
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