+15.8%
BABA vs RMBS
+571.2%
-555.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.3% | -12.1% | -5.7% |
| 7D | +3.8% | -3.9% | +7.7% | +3.9% |
| 30D | -5.4% | -24.9% | +19.5% | +0.2% |
| 3M | -17.9% | -20.5% | +2.5% | -15.0% |
| 6M | -24.1% | -37.5% | +13.5% | -18.2% |
| YTD | -27.4% | -12.1% | -15.3% | -31.0% |
| 1Y | -36.1% | -25.0% | -11.1% | -37.0% |
| 3Y | +35.4% | +36.1% | -0.8% | +0.9% |
| 5Y | -30.1% | +236.1% | -266.2% | -66.2% |
| 10Y | +15.8% | +541.3% | -525.5% | -61.8% |
| All | +15.8% | +571.2% | -555.3% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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