-53.0%
BABA vs RGTI
+12.2%
-65.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.6% | +7.4% | -0.6% |
| 7D | -3.6% | -0.9% | -2.7% | -3.8% |
| 30D | -8.4% | -16.2% | +7.8% | -7.7% |
| 3M | -20.6% | -38.6% | +18.0% | -18.7% |
| 6M | -25.4% | -45.8% | +20.5% | -23.7% |
| YTD | -30.1% | -49.8% | +19.7% | -28.6% |
| 1Y | -36.3% | -64.6% | +28.3% | -33.9% |
| 3Y | +30.4% | +1,045.4% | -1,015.0% | -8.3% |
| 5Y | -35.7% | +6.7% | -42.5% | -45.9% |
| All | -53.0% | +12.2% | -65.2% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling