-56.3%
BABA vs RGTI
-2.8%
-53.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.4% |
| 7D | -13.8% | -18.1% | +4.4% | -12.8% |
| 30D | -15.1% | -17.6% | +2.5% | -14.4% |
| 3M | -22.7% | -48.3% | +25.6% | -20.0% |
| 6M | -34.7% | -47.8% | +13.1% | -33.1% |
| YTD | -35.0% | -56.6% | +21.5% | -33.1% |
| 1Y | -40.4% | -61.8% | +21.4% | -38.4% |
| 3Y | +21.9% | +807.5% | -785.6% | -12.8% |
| 5Y | -39.9% | -8.8% | -31.1% | -48.9% |
| All | -56.3% | -2.8% | -53.4% | -65.9% |
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