-35.9%
BABA vs RBA
-4.2%
-31.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.0% |
| 7D | +3.8% | +2.5% | +1.3% | +3.5% |
| 30D | -5.4% | +11.6% | -16.9% | -6.7% |
| 3M | -17.9% | +1.5% | -19.4% | -18.4% |
| 6M | -24.1% | -6.6% | -17.4% | -24.8% |
| YTD | -27.4% | -6.3% | -21.2% | -26.8% |
| All | -35.9% | -4.2% | -31.7% | -35.2% |
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