+22.3%
BABA vs RBA
+423.3%
-401.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | +8.6% | +7.3% | +1.2% | +6.9% |
| 30D | -1.1% | +16.9% | -18.0% | -4.6% |
| 3M | -15.9% | -0.5% | -15.4% | -16.0% |
| 6M | -17.5% | -10.4% | -7.1% | -16.2% |
| YTD | -25.6% | -7.2% | -18.4% | -25.2% |
| 1Y | -33.8% | -2.2% | -31.6% | -34.4% |
| 3Y | +34.6% | +43.7% | -9.1% | +20.2% |
| 5Y | -27.7% | +38.7% | -66.3% | -36.3% |
| 10Y | +17.7% | +231.7% | -214.0% | -18.1% |
| All | +22.3% | +423.3% | -401.0% | -25.0% |
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