+15.8%
BABA vs RNG
+259.3%
-243.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.9% |
| 7D | +3.8% | -6.2% | +10.0% | +5.2% |
| 30D | -5.4% | -8.0% | +2.7% | -4.0% |
| 3M | -17.9% | +15.7% | -33.6% | -21.3% |
| 6M | -24.1% | +60.3% | -84.4% | -33.7% |
| YTD | -27.4% | +153.8% | -181.2% | -45.3% |
| 1Y | -36.1% | +172.2% | -208.2% | -52.8% |
| 3Y | +35.4% | +174.8% | -139.5% | -5.8% |
| 5Y | -30.1% | -68.6% | +38.5% | -22.2% |
| 10Y | +15.8% | +248.2% | -232.4% | -27.5% |
| All | +15.8% | +259.3% | -243.4% | -27.5% |
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