+16.7%
BABA vs RNG
+216.3%
-199.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.5% |
| 7D | -0.2% | -0.8% | +0.7% | -0.1% |
| 30D | -12.3% | +11.4% | -23.7% | -14.7% |
| 3M | -5.3% | +72.1% | -77.4% | -17.7% |
| 6M | -13.1% | +67.9% | -81.0% | -25.2% |
| YTD | -22.4% | +144.3% | -166.8% | -40.8% |
| 1Y | -19.5% | +117.5% | -137.0% | -37.0% |
| 3Y | +32.9% | +123.9% | -90.9% | -2.2% |
| 5Y | -29.9% | -70.1% | +40.2% | -20.7% |
| 10Y | +16.7% | +215.9% | -199.2% | -30.7% |
| All | +16.7% | +216.3% | -199.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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