-31.3%
BABA vs RBA
+45.3%
-76.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -2.9% | -1.8% | -4.1% |
| 30D | -11.9% | -12.3% | +0.4% | -9.4% |
| 3M | -9.3% | -20.5% | +11.3% | -5.3% |
| 6M | -14.2% | -18.5% | +4.3% | -11.3% |
| YTD | -22.0% | -18.2% | -3.8% | -19.5% |
| 1Y | -12.7% | -27.5% | +14.8% | -7.3% |
| 3Y | +26.7% | +38.1% | -11.4% | +13.0% |
| All | -31.3% | +45.3% | -76.6% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling