+23.9%
BABA vs RJF
+418.6%
-394.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | -13.7% | -8.9% | -4.8% | -11.0% |
| 6M | -21.9% | +2.9% | -24.8% | -23.1% |
| YTD | -24.6% | +2.8% | -27.5% | -26.0% |
| 1Y | -34.1% | +2.7% | -36.8% | -35.4% |
| 3Y | +36.3% | +69.3% | -33.0% | +7.2% |
| 5Y | -26.7% | +75.0% | -101.8% | -44.1% |
| 10Y | +19.2% | +378.5% | -359.3% | -43.2% |
| All | +23.9% | +418.6% | -394.7% | -43.8% |
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 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