-39.7%
BABA vs RCAT
-54.8%
+15.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.3% | +1.2% | -6.5% |
| 7D | -12.7% | +15.6% | -28.3% | -13.6% |
| 30D | -14.9% | -24.1% | +9.2% | -13.4% |
| 3M | -24.6% | -61.9% | +37.2% | -19.1% |
| 6M | -29.3% | -64.3% | +35.0% | -24.7% |
| YTD | -35.0% | -50.4% | +15.3% | -35.0% |
| 1Y | -39.7% | -54.0% | +14.3% | -39.8% |
| All | -39.7% | -54.8% | +15.1% | -39.8% |
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