-35.3%
BABA vs RBRK
+62.9%
-98.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.9% |
| 7D | +4.3% | -12.5% | +16.8% | +4.4% |
| 30D | -5.0% | -3.0% | -2.0% | -4.9% |
| 3M | -18.4% | +46.9% | -65.3% | -19.1% |
| 6M | -20.3% | +105.4% | -125.7% | -22.2% |
| YTD | -27.5% | +55.6% | -83.1% | -30.3% |
| 1Y | -35.3% | +63.9% | -99.2% | -38.0% |
| All | -35.3% | +62.9% | -98.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling