-27.7%
BABA vs RCAT
+25.6%
-53.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.9% | +17.5% | +3.4% |
| 7D | +8.6% | -32.6% | +41.1% | +10.7% |
| 30D | -1.1% | -46.3% | +45.2% | +2.0% |
| 3M | -15.9% | -60.7% | +44.8% | -12.0% |
| 6M | -17.5% | -67.4% | +49.8% | -13.6% |
| YTD | -25.6% | -57.1% | +31.5% | -23.7% |
| 1Y | -33.8% | -63.8% | +29.9% | -31.8% |
| 3Y | +34.6% | +268.1% | -233.5% | +17.9% |
| 5Y | -27.7% | +25.2% | -52.8% | -29.9% |
| All | -27.7% | +25.6% | -53.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling