-39.7%
BABA vs RL
+17.3%
-56.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.2% | -6.9% |
| 7D | -12.7% | +2.4% | -15.0% | -13.0% |
| 30D | -14.9% | +4.6% | -19.4% | -15.6% |
| 3M | -24.6% | -1.1% | -23.5% | -24.9% |
| 6M | -29.3% | +16.5% | -45.9% | -31.7% |
| YTD | -35.0% | +11.4% | -46.4% | -37.1% |
| 1Y | -39.7% | +16.1% | -55.8% | -41.9% |
| All | -39.7% | +17.3% | -56.9% | -41.9% |
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 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