-12.7%
BABA vs RIG
+97.6%
-110.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.6% |
| 7D | -4.8% | +0.9% | -5.6% | -4.9% |
| 30D | -11.9% | +13.8% | -25.7% | -13.2% |
| 3M | -9.3% | -6.4% | -2.9% | -8.8% |
| 6M | -14.2% | -8.2% | -6.1% | -14.1% |
| YTD | -22.0% | +41.6% | -63.7% | -30.1% |
| 1Y | -12.7% | +88.7% | -101.4% | -27.3% |
| All | -12.7% | +97.6% | -110.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling