+19.3%
BABA vs RJF
+434.5%
-415.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.8% |
| 7D | +3.8% | +3.4% | +0.4% | +2.5% |
| 30D | -5.4% | +5.9% | -11.3% | -7.4% |
| 3M | -17.9% | -4.6% | -13.3% | -16.8% |
| 6M | -24.1% | +9.5% | -33.6% | -26.9% |
| YTD | -27.4% | +6.0% | -33.4% | -29.6% |
| 1Y | -36.1% | +4.3% | -40.4% | -37.7% |
| 3Y | +35.4% | +76.6% | -41.2% | +4.8% |
| 5Y | -30.1% | +80.6% | -110.7% | -47.3% |
| 10Y | +15.8% | +346.5% | -330.6% | -42.8% |
| All | +19.3% | +434.5% | -415.2% | -46.5% |
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