+36.3%
BABA vs RGEN
+15.5%
+20.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.8% |
| 7D | +11.6% | -1.9% | +13.6% | +11.9% |
| 30D | +2.3% | +3.7% | -1.5% | +1.6% |
| 3M | -13.7% | +8.8% | -22.5% | -15.1% |
| 6M | -21.9% | +38.0% | -59.9% | -26.5% |
| YTD | -24.6% | +5.9% | -30.5% | -26.1% |
| 1Y | -34.1% | +19.7% | -53.8% | -36.9% |
| 3Y | +36.3% | +20.5% | +15.7% | +18.7% |
| All | +36.3% | +15.5% | +20.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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