-28.3%
BABA vs RBA
+37.7%
-66.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +11.6% | +4.3% | +7.4% | +10.6% |
| 30D | +2.3% | +16.3% | -14.0% | -1.3% |
| 3M | -13.7% | +1.3% | -15.0% | -14.1% |
| 6M | -21.9% | -11.1% | -10.8% | -20.6% |
| YTD | -24.6% | -8.5% | -16.2% | -24.2% |
| 1Y | -34.1% | -2.1% | -32.0% | -34.9% |
| 3Y | +36.3% | +44.6% | -8.3% | +19.7% |
| All | -28.3% | +37.7% | -66.0% | -35.3% |
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