-52.2%
BABA vs RDW
0.0%
-52.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -2.5% |
| 7D | -2.2% | +3.6% | -5.7% | -2.5% |
| 30D | -17.3% | -18.4% | +1.1% | -15.9% |
| 3M | -7.8% | -32.1% | +24.3% | -5.5% |
| 6M | -16.8% | +10.9% | -27.6% | -20.4% |
| YTD | -24.7% | +40.8% | -65.5% | -30.8% |
| 1Y | -24.9% | +31.1% | -56.1% | -31.4% |
| 3Y | +29.1% | +245.2% | -216.1% | -10.0% |
| 5Y | -30.5% | -16.7% | -13.8% | -49.1% |
| All | -52.2% | 0.0% | -52.2% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling