-39.7%
BABA vs RMBS
-20.9%
-18.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -7.0% |
| 7D | -12.7% | +21.9% | -34.6% | -15.0% |
| 30D | -14.9% | -13.4% | -1.4% | -13.5% |
| 3M | -24.6% | -15.9% | -8.8% | -23.4% |
| 6M | -29.3% | -34.8% | +5.4% | -25.9% |
| YTD | -35.0% | -7.5% | -27.5% | -36.8% |
| 1Y | -39.7% | -16.9% | -22.8% | -41.3% |
| All | -39.7% | -20.9% | -18.8% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling