+65.3%
BABA vs RACE
+670.3%
-605.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +5.0% | +3.6% |
| 7D | +8.6% | +5.7% | +2.9% | +6.0% |
| 30D | -1.1% | +9.3% | -10.4% | -4.9% |
| 3M | -15.9% | +3.8% | -19.8% | -17.7% |
| 6M | -17.5% | +29.8% | -47.3% | -27.4% |
| YTD | -25.6% | +15.6% | -41.2% | -31.5% |
| 1Y | -33.8% | +5.1% | -38.9% | -36.6% |
| 3Y | +34.6% | +30.8% | +3.8% | +10.7% |
| 5Y | -27.7% | +67.4% | -95.1% | -48.7% |
| 10Y | +17.7% | +793.6% | -775.9% | -54.0% |
| All | +65.3% | +670.3% | -605.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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