+16.3%
BABA vs RIG
-84.1%
+100.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +2.4% | -12.2% | +14.6% | +3.6% |
| 30D | -7.8% | -6.0% | -1.8% | -7.5% |
| 3M | -22.4% | -9.4% | -12.9% | -22.0% |
| 6M | -26.0% | -19.1% | -6.9% | -25.0% |
| YTD | -29.3% | +25.4% | -54.7% | -31.9% |
| 1Y | -37.5% | +23.3% | -60.8% | -39.8% |
| 3Y | +31.9% | -22.1% | +54.0% | +29.5% |
| 5Y | -33.4% | +50.1% | -83.6% | -40.1% |
| 10Y | +15.7% | -50.7% | +66.4% | +2.3% |
| All | +16.3% | -84.1% | +100.3% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling