-35.3%
BABA vs RL
+34.3%
-69.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +4.1% |
| 7D | +4.3% | +5.8% | -1.5% | +3.3% |
| 30D | -5.0% | +12.7% | -17.7% | -6.8% |
| 3M | -18.4% | +9.3% | -27.7% | -19.7% |
| 6M | -20.3% | +16.9% | -37.2% | -22.3% |
| YTD | -27.5% | +17.5% | -45.0% | -30.2% |
| 1Y | -35.3% | +34.6% | -70.0% | -38.1% |
| All | -35.3% | +34.3% | -69.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling