+17.1%
BABA vs RCAT
-99.8%
+116.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +18.6% | -17.4% | +1.2% |
| 7D | +11.6% | -12.7% | +24.4% | +11.7% |
| 30D | +2.3% | -34.3% | +36.6% | +2.5% |
| 3M | -13.7% | -53.4% | +39.7% | -13.4% |
| 6M | -21.9% | -62.0% | +40.1% | -21.6% |
| YTD | -24.6% | -49.1% | +24.4% | -24.5% |
| 1Y | -34.1% | -53.1% | +19.0% | -34.0% |
| 3Y | +36.3% | +318.7% | -282.4% | +34.9% |
| 5Y | -26.7% | +48.5% | -75.3% | -27.3% |
| All | +17.1% | -99.8% | +116.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling