+16.0%
BABA vs RCL
+326.6%
-310.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | -5.1% | +0.3% | -3.8% |
| 30D | -11.9% | -19.0% | +7.1% | -8.4% |
| 3M | -9.3% | -9.6% | +0.3% | -7.9% |
| 6M | -14.2% | -6.7% | -7.6% | -13.7% |
| YTD | -22.0% | -3.9% | -18.1% | -22.5% |
| 1Y | -12.7% | -25.1% | +12.4% | -9.5% |
| 3Y | +26.7% | +179.1% | -152.5% | -1.5% |
| 5Y | -29.3% | +243.3% | -272.7% | -49.6% |
| All | +16.0% | +326.6% | -310.7% | -14.0% |
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