-30.5%
BABA vs RGTI
+58.3%
-88.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.7% |
| 7D | -2.2% | +2.5% | -4.6% | -2.3% |
| 30D | -17.3% | -13.7% | -3.7% | -16.8% |
| 3M | -7.8% | -22.6% | +14.8% | -6.8% |
| 6M | -16.8% | -13.4% | -3.4% | -17.2% |
| YTD | -24.7% | -31.2% | +6.5% | -24.3% |
| 1Y | -24.9% | -7.6% | -17.3% | -26.7% |
| 3Y | +29.1% | +669.7% | -640.6% | -5.5% |
| 5Y | -30.5% | +57.0% | -87.6% | -46.0% |
| All | -30.5% | +58.3% | -88.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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