+22.3%
BABA vs RCAT
-99.9%
+122.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.9% | +17.5% | +2.7% |
| 7D | +8.6% | -32.6% | +41.1% | +8.8% |
| 30D | -1.1% | -46.3% | +45.2% | -0.8% |
| 3M | -15.9% | -60.7% | +44.8% | -15.5% |
| 6M | -17.5% | -67.4% | +49.8% | -17.1% |
| YTD | -25.6% | -57.1% | +31.5% | -25.4% |
| 1Y | -33.8% | -63.8% | +29.9% | -33.6% |
| 3Y | +34.6% | +268.1% | -233.5% | +33.2% |
| 5Y | -27.7% | +25.2% | -52.8% | -28.3% |
| 10Y | +17.7% | -99.7% | +117.4% | +15.2% |
| All | +22.3% | -99.9% | +122.2% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling