-30.1%
BABA vs RCAT
+71.1%
-101.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +11.4% | -15.1% | -4.3% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | -5.4% | -22.0% | +16.6% | -4.4% |
| 3M | -17.9% | -51.1% | +33.2% | -15.1% |
| 6M | -24.1% | -56.6% | +32.5% | -21.7% |
| YTD | -27.4% | -43.3% | +15.8% | -26.8% |
| 1Y | -36.1% | -51.5% | +15.4% | -35.2% |
| 3Y | +35.4% | +411.4% | -376.0% | +16.2% |
| 5Y | -30.1% | +74.4% | -104.5% | -33.5% |
| All | -30.1% | +71.1% | -101.2% | -33.5% |
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