-39.8%
BABA vs RBA
+45.7%
-85.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -13.8% | +1.7% | -15.5% | -14.1% |
| 30D | -15.1% | +8.3% | -23.4% | -16.7% |
| 3M | -22.7% | +10.5% | -33.3% | -24.6% |
| 6M | -34.7% | -5.9% | -28.8% | -34.4% |
| YTD | -35.0% | -6.9% | -28.2% | -34.9% |
| 1Y | -40.4% | -4.9% | -35.6% | -40.6% |
| 3Y | +21.9% | +64.5% | -42.5% | +3.3% |
| All | -39.8% | +45.7% | -85.5% | -47.1% |
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