-39.8%
BABA vs RIO
+90.3%
-130.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -13.8% | -0.9% | -12.8% | -13.3% |
| 30D | -15.1% | -9.1% | -6.0% | -9.9% |
| 3M | -22.7% | -13.7% | -9.1% | -15.7% |
| 6M | -34.7% | -24.3% | -10.3% | -22.7% |
| YTD | -35.0% | +8.9% | -43.9% | -40.7% |
| 1Y | -40.4% | +22.7% | -63.1% | -50.1% |
| 3Y | +21.9% | +51.2% | -29.3% | -12.2% |
| All | -39.8% | +90.3% | -130.1% | -67.7% |
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