+28.2%
BABA vs RBA
+361.3%
-333.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -9.3% | -20.5% | +11.3% | -5.0% |
| 6M | -14.2% | -18.5% | +4.3% | -11.0% |
| YTD | -22.0% | -18.2% | -3.8% | -19.3% |
| 1Y | -12.7% | -27.5% | +14.8% | -7.2% |
| 3Y | +26.7% | +38.1% | -11.4% | +14.0% |
| 5Y | -29.3% | +44.8% | -74.1% | -38.4% |
| 10Y | +21.2% | +187.1% | -165.9% | -12.8% |
| All | +28.2% | +361.3% | -333.1% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling