+22.3%
BABA vs RL
+176.3%
-154.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.3% | +10.0% | +4.5% |
| 7D | +8.6% | -4.7% | +13.2% | +9.8% |
| 30D | -1.1% | +3.6% | -4.6% | -2.1% |
| 3M | -15.9% | +0.5% | -16.5% | -16.2% |
| 6M | -17.5% | +6.6% | -24.1% | -19.7% |
| YTD | -25.6% | +8.8% | -34.4% | -28.2% |
| 1Y | -33.8% | +21.8% | -55.6% | -38.2% |
| 3Y | +34.6% | +245.8% | -211.2% | -6.9% |
| 5Y | -27.7% | +230.0% | -257.6% | -50.4% |
| 10Y | +17.7% | +369.4% | -351.7% | -26.9% |
| All | +22.3% | +176.3% | -154.0% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling