-28.3%
BABA vs RCAT
+46.9%
-75.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +18.6% | -17.4% | +0.3% |
| 7D | +11.6% | -12.7% | +24.4% | +12.2% |
| 30D | +2.3% | -34.3% | +36.6% | +4.3% |
| 3M | -13.7% | -53.4% | +39.7% | -10.5% |
| 6M | -21.9% | -62.0% | +40.1% | -18.9% |
| YTD | -24.6% | -49.1% | +24.4% | -23.5% |
| 1Y | -34.1% | -53.1% | +19.0% | -33.0% |
| 3Y | +36.3% | +318.7% | -282.4% | +18.3% |
| All | -28.3% | +46.9% | -75.2% | -31.2% |
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