-29.8%
BABA vs RDW
-9.1%
-20.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -3.5% | +0.9% | -4.3% | -3.6% |
| 30D | -12.7% | -21.3% | +8.6% | -10.9% |
| 3M | -3.0% | -37.9% | +34.9% | +0.4% |
| 6M | -19.1% | +12.3% | -31.3% | -22.8% |
| YTD | -24.7% | +39.7% | -64.5% | -31.0% |
| 1Y | -29.0% | +25.7% | -54.7% | -35.0% |
| 3Y | +30.9% | +230.8% | -199.9% | -9.7% |
| All | -29.8% | -9.1% | -20.7% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling