+73.2%
BABA vs RACE
+647.6%
-574.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | -4.8% | -2.5% | -2.2% | -3.8% |
| 30D | -11.9% | +0.8% | -12.7% | -12.4% |
| 3M | -9.3% | +17.2% | -26.4% | -16.1% |
| 6M | -14.2% | +13.6% | -27.8% | -19.8% |
| YTD | -22.0% | +12.2% | -34.2% | -27.1% |
| 1Y | -12.7% | -16.3% | +3.5% | -7.9% |
| 3Y | +26.7% | +36.4% | -9.8% | +1.8% |
| 5Y | -29.3% | +95.0% | -124.3% | -52.8% |
| 10Y | +21.2% | +813.2% | -792.0% | -52.5% |
| All | +73.2% | +647.6% | -574.4% | -34.2% |
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