-19.5%
BABA vs RMBS
+14.4%
-33.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -0.2% | +3.0% | -3.1% | -0.7% |
| 30D | -12.3% | -14.4% | +2.1% | -9.9% |
| 3M | -5.3% | -42.8% | +37.5% | +4.9% |
| 6M | -13.1% | -1.4% | -11.7% | -17.4% |
| YTD | -22.4% | -5.4% | -17.0% | -26.6% |
| 1Y | -19.5% | +18.6% | -38.1% | -27.1% |
| All | -19.5% | +14.4% | -33.9% | -27.1% |
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