-39.8%
BABA vs RMBS
+240.2%
-280.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | -13.8% | +10.3% | -24.1% | -15.5% |
| 30D | -15.1% | -10.7% | -4.4% | -14.0% |
| 3M | -22.7% | -17.2% | -5.5% | -21.1% |
| 6M | -34.7% | -39.0% | +4.3% | -30.1% |
| YTD | -35.0% | -10.5% | -24.5% | -37.7% |
| 1Y | -40.4% | -11.0% | -29.4% | -43.0% |
| 3Y | +21.9% | +31.3% | -9.4% | -2.5% |
| All | -39.8% | +240.2% | -280.0% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling