+17.1%
BABA vs RIG
-46.9%
+64.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.5% | +1.0% |
| 7D | +11.6% | -24.5% | +36.1% | +14.5% |
| 30D | +2.3% | -2.8% | +5.1% | +2.2% |
| 3M | -13.7% | +1.6% | -15.2% | -14.3% |
| 6M | -21.9% | -15.9% | -6.0% | -21.2% |
| YTD | -24.6% | +26.9% | -51.5% | -27.6% |
| 1Y | -34.1% | +34.4% | -68.5% | -37.1% |
| 3Y | +36.3% | -21.2% | +57.5% | +33.5% |
| 5Y | -26.7% | +46.4% | -73.1% | -33.9% |
| All | +17.1% | -46.9% | +64.0% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling