+15.8%
BABA vs RIO
+392.9%
-377.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -5.4% |
| 7D | +3.8% | +4.4% | -0.6% | +1.4% |
| 30D | -5.4% | -8.9% | +3.5% | -0.8% |
| 3M | -17.9% | -12.7% | -5.3% | -12.3% |
| 6M | -24.1% | -16.2% | -7.8% | -17.5% |
| YTD | -27.4% | +13.4% | -40.8% | -33.5% |
| 1Y | -36.1% | +30.9% | -67.0% | -45.9% |
| 3Y | +35.4% | +60.2% | -24.8% | +2.9% |
| 5Y | -30.1% | +98.9% | -129.0% | -52.4% |
| 10Y | +15.8% | +381.4% | -365.6% | -44.4% |
| All | +15.8% | +392.9% | -377.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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