+57.3%
BABA vs RBRK
+137.4%
-80.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -0.2% | +3.7% | -3.8% | -0.4% |
| 30D | -12.3% | +1.7% | -14.0% | -12.8% |
| 3M | -5.3% | +27.7% | -33.1% | -8.0% |
| 6M | -13.1% | +60.3% | -73.3% | -17.8% |
| YTD | -22.4% | +19.8% | -42.2% | -24.8% |
| 1Y | -19.5% | -4.2% | -15.3% | -20.3% |
| All | +57.3% | +137.4% | -80.1% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling