+11.7%
BABA vs RCL
+340.1%
-328.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -13.8% | -1.2% | -12.6% | -13.6% |
| 30D | -15.1% | +17.8% | -33.0% | -17.8% |
| 3M | -22.7% | +4.9% | -27.7% | -23.7% |
| 6M | -34.7% | +23.7% | -58.4% | -37.8% |
| YTD | -35.0% | +17.8% | -52.8% | -38.1% |
| 1Y | -40.4% | +28.9% | -69.3% | -44.3% |
| 3Y | +21.9% | +241.9% | -220.0% | -9.0% |
| 5Y | -39.9% | +295.4% | -335.3% | -58.5% |
| All | +11.7% | +340.1% | -328.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling