+16.0%
BABA vs RIG
-48.7%
+64.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -3.6% | -2.6% | -1.0% | -3.4% |
| 30D | -8.4% | -5.2% | -3.2% | -8.2% |
| 3M | -20.6% | -8.6% | -12.0% | -20.3% |
| 6M | -25.4% | -18.9% | -6.4% | -24.4% |
| YTD | -30.1% | +28.6% | -58.7% | -32.9% |
| 1Y | -36.3% | +25.5% | -61.8% | -38.7% |
| 3Y | +30.4% | -20.2% | +50.5% | +27.6% |
| 5Y | -35.7% | +53.9% | -89.6% | -42.3% |
| 10Y | +16.0% | -48.8% | +64.8% | +11.3% |
| All | +16.0% | -48.7% | +64.8% | +11.3% |
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 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