-28.3%
BABA vs RJF
+73.7%
-102.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +11.6% | +3.6% | +8.1% | +10.3% |
| 30D | +2.3% | +3.5% | -1.2% | +1.0% |
| 3M | -13.7% | -8.9% | -4.8% | -11.1% |
| 6M | -21.9% | +2.9% | -24.8% | -23.1% |
| YTD | -24.6% | +2.8% | -27.5% | -26.1% |
| 1Y | -34.1% | +2.7% | -36.8% | -35.4% |
| 3Y | +36.3% | +69.3% | -33.0% | +2.5% |
| All | -28.3% | +73.7% | -102.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling