+21.9%
BABA vs RJF
+76.6%
-54.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -13.8% | +3.6% | -17.3% | -14.3% |
| 30D | -15.1% | +7.2% | -22.3% | -16.2% |
| 3M | -22.7% | -6.5% | -16.2% | -22.0% |
| 6M | -34.7% | +10.3% | -45.0% | -35.9% |
| YTD | -35.0% | +6.5% | -41.5% | -36.1% |
| 1Y | -40.4% | +6.1% | -46.5% | -41.3% |
| 3Y | +21.9% | +74.9% | -53.0% | +5.6% |
| All | +21.9% | +76.6% | -54.7% | +5.6% |
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