+23.9%
BABA vs RIO
+277.6%
-253.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +11.6% | +2.2% | +9.4% | +10.5% |
| 30D | +2.3% | -10.1% | +12.4% | +7.3% |
| 3M | -13.7% | -14.1% | +0.4% | -7.8% |
| 6M | -21.9% | -18.9% | -3.0% | -14.8% |
| YTD | -24.6% | +9.9% | -34.6% | -28.7% |
| 1Y | -34.1% | +27.0% | -61.1% | -41.7% |
| 3Y | +36.3% | +50.1% | -13.8% | +12.0% |
| 5Y | -26.7% | +95.3% | -122.0% | -45.7% |
| 10Y | +19.2% | +425.9% | -406.7% | -36.3% |
| All | +23.9% | +277.6% | -253.7% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling