-28.3%
BABA vs RCL
+247.7%
-275.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +11.6% | +6.5% | +5.1% | +9.8% |
| 30D | +2.3% | +15.9% | -13.6% | -1.6% |
| 3M | -13.7% | +2.7% | -16.4% | -14.7% |
| 6M | -21.9% | +15.2% | -37.1% | -25.6% |
| YTD | -24.6% | +19.2% | -43.9% | -29.9% |
| 1Y | -34.1% | +31.6% | -65.7% | -40.6% |
| 3Y | +36.3% | +274.2% | -237.9% | -18.5% |
| All | -28.3% | +247.7% | -275.9% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling