-31.3%
BABA vs RIO
+93.6%
-124.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -4.8% | 0.0% | -4.7% | -4.7% |
| 30D | -11.9% | +4.0% | -15.9% | -14.4% |
| 3M | -9.3% | +0.1% | -9.4% | -10.2% |
| 6M | -14.2% | +12.7% | -27.0% | -21.8% |
| YTD | -22.0% | +35.6% | -57.6% | -37.8% |
| 1Y | -12.7% | +73.7% | -86.4% | -41.4% |
| 3Y | +26.7% | +93.3% | -66.7% | -21.6% |
| All | -31.3% | +93.6% | -124.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling