+17.4%
BABA vs RCL
+374.5%
-357.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +2.4% | +8.5% | -6.2% | +0.7% |
| 30D | -7.8% | +20.4% | -28.2% | -11.1% |
| 3M | -22.4% | +11.0% | -33.4% | -24.2% |
| 6M | -26.0% | +24.9% | -50.8% | -29.6% |
| YTD | -29.3% | +23.9% | -53.1% | -33.3% |
| 1Y | -37.5% | +30.8% | -68.3% | -41.8% |
| 3Y | +31.9% | +270.4% | -238.5% | -3.1% |
| 5Y | -33.4% | +296.1% | -329.5% | -54.1% |
| All | +17.4% | +374.5% | -357.1% | -15.6% |
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