-28.3%
BABA vs RIO
+94.1%
-122.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | +11.6% | +2.2% | +9.4% | +10.1% |
| 30D | +2.3% | -10.1% | +12.4% | +9.4% |
| 3M | -13.7% | -14.1% | +0.4% | -5.4% |
| 6M | -21.9% | -18.9% | -3.0% | -11.8% |
| YTD | -24.6% | +9.9% | -34.6% | -31.6% |
| 1Y | -34.1% | +27.0% | -61.1% | -46.0% |
| 3Y | +36.3% | +50.1% | -13.8% | -1.1% |
| All | -28.3% | +94.1% | -122.4% | -59.3% |
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