+21.9%
BABA vs RNG
+179.0%
-157.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -13.8% | +4.6% | -18.4% | -14.1% |
| 30D | -15.1% | +0.4% | -15.5% | -15.3% |
| 3M | -22.7% | +11.4% | -34.2% | -23.8% |
| 6M | -34.7% | +95.7% | -130.4% | -39.5% |
| YTD | -35.0% | +162.9% | -197.9% | -43.5% |
| 1Y | -40.4% | +180.3% | -220.7% | -48.8% |
| 3Y | +21.9% | +188.3% | -166.4% | -1.6% |
| All | +21.9% | +179.0% | -157.1% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling