+16.0%
BABA vs RL
+347.1%
-331.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -3.6% | -4.4% | +0.8% | -2.7% |
| 30D | -8.4% | +5.6% | -13.9% | -10.0% |
| 3M | -20.6% | -0.6% | -20.0% | -20.7% |
| 6M | -25.4% | +15.5% | -40.8% | -29.2% |
| YTD | -30.1% | +12.3% | -42.4% | -33.4% |
| 1Y | -36.3% | +19.3% | -55.6% | -40.4% |
| 3Y | +30.4% | +255.5% | -225.2% | -13.4% |
| 5Y | -35.7% | +247.1% | -282.8% | -58.0% |
| 10Y | +16.0% | +346.0% | -330.0% | -27.9% |
| All | +16.0% | +347.1% | -331.1% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling