+20.3%
BABA vs RNG
+255.8%
-235.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.9% |
| 7D | +11.6% | -11.3% | +23.0% | +14.5% |
| 30D | +2.3% | -5.7% | +8.0% | +3.2% |
| 3M | -13.7% | +16.8% | -30.5% | -17.4% |
| 6M | -21.9% | +58.5% | -80.4% | -31.6% |
| YTD | -24.6% | +151.3% | -176.0% | -43.1% |
| 1Y | -34.1% | +169.0% | -203.1% | -51.2% |
| 3Y | +36.3% | +156.9% | -120.7% | -3.5% |
| 5Y | -26.7% | -69.0% | +42.3% | -18.2% |
| All | +20.3% | +255.8% | -235.5% | -24.5% |
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