-39.7%
BABA vs RBA
-5.6%
-34.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.8% |
| 7D | -12.7% | -0.5% | -12.1% | -12.6% |
| 30D | -14.9% | +6.8% | -21.7% | -15.6% |
| 3M | -24.6% | +9.5% | -34.1% | -25.6% |
| 6M | -29.3% | -8.2% | -21.1% | -29.8% |
| YTD | -35.0% | -7.7% | -27.3% | -34.3% |
| 1Y | -39.7% | -6.9% | -32.8% | -38.7% |
| All | -39.7% | -5.6% | -34.1% | -38.7% |
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 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