+28.2%
BABA vs RJF
+466.0%
-437.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.8% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -11.9% | -1.3% | -10.6% | -11.6% |
| 3M | -9.3% | +18.9% | -28.1% | -15.0% |
| 6M | -14.2% | +15.0% | -29.3% | -18.9% |
| YTD | -22.0% | +12.2% | -34.2% | -25.8% |
| 1Y | -12.7% | +5.6% | -18.3% | -15.3% |
| 3Y | +26.7% | +74.9% | -48.2% | -1.4% |
| 5Y | -29.3% | +106.6% | -136.0% | -49.3% |
| 10Y | +21.2% | +433.1% | -411.8% | -44.5% |
| All | +28.2% | +466.0% | -437.8% | -43.6% |
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 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