-12.7%
BABA vs RBA
-26.5%
+13.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -2.9% | -1.8% | -4.4% |
| 30D | -11.9% | -12.3% | +0.4% | -10.6% |
| 3M | -9.3% | -20.5% | +11.3% | -7.8% |
| 6M | -14.2% | -18.5% | +4.3% | -13.7% |
| YTD | -22.0% | -18.2% | -3.8% | -20.3% |
| 1Y | -12.7% | -27.5% | +14.8% | -0.9% |
| All | -12.7% | -26.5% | +13.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling