+17.1%
BABA vs RBA
+224.6%
-207.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +11.6% | +4.3% | +7.4% | +10.6% |
| 30D | +2.3% | +16.3% | -14.0% | -1.3% |
| 3M | -13.7% | +1.3% | -15.0% | -14.1% |
| 6M | -21.9% | -11.1% | -10.8% | -20.5% |
| YTD | -24.6% | -8.5% | -16.2% | -24.1% |
| 1Y | -34.1% | -2.1% | -32.0% | -34.7% |
| 3Y | +36.3% | +44.6% | -8.3% | +21.0% |
| 5Y | -26.7% | +36.8% | -63.6% | -35.6% |
| All | +17.1% | +224.6% | -207.5% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling