+22.3%
BABA vs RCL
+447.2%
-424.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.8% | +3.3% |
| 7D | +8.6% | +3.9% | +4.6% | +7.7% |
| 30D | -1.1% | +11.8% | -12.8% | -3.4% |
| 3M | -15.9% | -0.8% | -15.1% | -16.1% |
| 6M | -17.5% | +23.6% | -41.2% | -21.7% |
| YTD | -25.6% | +17.6% | -43.2% | -29.3% |
| 1Y | -33.8% | +28.3% | -62.1% | -38.5% |
| 3Y | +34.6% | +261.4% | -226.8% | -2.8% |
| 5Y | -27.7% | +245.3% | -273.0% | -50.0% |
| 10Y | +17.7% | +381.8% | -364.1% | -29.5% |
| All | +22.3% | +447.2% | -424.9% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling