+36.3%
BABA vs RIO
+49.3%
-13.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +11.6% | +2.2% | +9.4% | +10.2% |
| 30D | +2.3% | -10.1% | +12.4% | +8.9% |
| 3M | -13.7% | -14.1% | +0.4% | -6.1% |
| 6M | -21.9% | -18.9% | -3.0% | -12.2% |
| YTD | -24.6% | +9.9% | -34.6% | -32.1% |
| 1Y | -34.1% | +27.0% | -61.1% | -46.7% |
| 3Y | +36.3% | +50.1% | -13.8% | -0.2% |
| All | +36.3% | +49.3% | -13.1% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling