+27.1%
BABA vs RBA
+36.9%
-9.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -2.9% | -1.8% | -4.3% |
| 30D | -11.9% | -12.3% | +0.4% | -10.3% |
| 3M | -9.3% | -20.5% | +11.3% | -6.8% |
| 6M | -14.2% | -18.5% | +4.3% | -12.5% |
| YTD | -22.0% | -18.2% | -3.8% | -20.4% |
| 1Y | -12.7% | -27.5% | +14.8% | -9.1% |
| All | +27.1% | +36.9% | -9.8% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling