-19.5%
BABA vs RCAT
+1.5%
-20.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.9% |
| 7D | -0.2% | +5.4% | -5.6% | -0.7% |
| 30D | -12.3% | -5.6% | -6.7% | -12.1% |
| 3M | -5.3% | -30.2% | +24.9% | -2.8% |
| 6M | -13.1% | -43.4% | +30.3% | -9.5% |
| YTD | -22.4% | +9.6% | -32.1% | -27.4% |
| 1Y | -19.5% | -2.0% | -17.5% | -22.3% |
| All | -19.5% | +1.5% | -20.9% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling