+36.3%
BABA vs RMBS
+28.3%
+8.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.7% | +0.3% |
| 7D | +11.6% | -12.0% | +23.6% | +13.2% |
| 30D | +2.3% | -33.1% | +35.4% | +8.0% |
| 3M | -13.7% | -23.7% | +10.0% | -11.2% |
| 6M | -21.9% | -42.7% | +20.8% | -16.8% |
| YTD | -24.6% | -18.9% | -5.8% | -25.3% |
| 1Y | -34.1% | -30.0% | -4.1% | -33.5% |
| 3Y | +36.3% | +28.8% | +7.4% | +14.2% |
| All | +36.3% | +28.3% | +8.0% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling