+30.0%
BABA vs RDW
+249.5%
-219.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -2.9% | +4.8% | -7.7% | -3.2% |
| 30D | -15.1% | -19.5% | +4.5% | -14.1% |
| 3M | -5.0% | -26.9% | +21.9% | -4.0% |
| 6M | -19.9% | +17.8% | -37.7% | -22.4% |
| YTD | -25.3% | +43.0% | -68.3% | -29.0% |
| 1Y | -23.9% | +32.1% | -56.0% | -27.8% |
| All | +30.0% | +249.5% | -219.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling