+16.0%
BABA vs RBA
+209.3%
-193.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -8.4% | +9.0% | -17.3% | -10.3% |
| 3M | -20.6% | +7.2% | -27.8% | -22.0% |
| 6M | -25.4% | -7.8% | -17.6% | -24.7% |
| YTD | -30.1% | -6.4% | -23.7% | -29.9% |
| 1Y | -36.3% | -4.2% | -32.1% | -36.6% |
| 3Y | +30.4% | +64.1% | -33.7% | +12.1% |
| 5Y | -35.7% | +48.4% | -84.1% | -44.7% |
| 10Y | +16.0% | +209.9% | -193.9% | -20.4% |
| All | +16.0% | +209.3% | -193.3% | -20.4% |
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