+17.1%
BABA vs RL
+356.1%
-339.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.6% |
| 7D | +11.6% | -4.2% | +15.8% | +12.8% |
| 30D | +2.3% | +4.3% | -2.0% | +0.9% |
| 3M | -13.7% | -4.6% | -9.1% | -12.8% |
| 6M | -21.9% | +1.7% | -23.6% | -23.2% |
| YTD | -24.6% | +7.3% | -32.0% | -27.2% |
| 1Y | -34.1% | +20.8% | -54.9% | -38.6% |
| 3Y | +36.3% | +247.0% | -210.7% | -8.5% |
| 5Y | -26.7% | +225.5% | -252.2% | -51.2% |
| All | +17.1% | +356.1% | -339.0% | -26.4% |
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