-31.3%
BABA vs RCAT
+183.7%
-215.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | -4.8% | -1.4% | -3.3% | -4.7% |
| 30D | -11.9% | -3.3% | -8.5% | -11.9% |
| 3M | -9.3% | -43.2% | +34.0% | -6.9% |
| 6M | -14.2% | -43.2% | +28.9% | -12.7% |
| YTD | -22.0% | +5.5% | -27.6% | -23.6% |
| 1Y | -12.7% | -1.6% | -11.1% | -14.8% |
| 3Y | +26.7% | +773.7% | -747.0% | +5.6% |
| All | -31.3% | +183.7% | -215.0% | -40.3% |
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 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