-31.3%
BABA vs RNG
-70.5%
+39.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +2.1% |
| 7D | -4.8% | +5.8% | -10.5% | -6.0% |
| 30D | -11.9% | +19.6% | -31.5% | -15.7% |
| 3M | -9.3% | +67.0% | -76.3% | -20.5% |
| 6M | -14.2% | +88.4% | -102.6% | -28.4% |
| YTD | -22.0% | +155.5% | -177.5% | -41.6% |
| 1Y | -12.7% | +141.7% | -154.4% | -33.9% |
| 3Y | +26.7% | +131.1% | -104.4% | -9.0% |
| All | -31.3% | -70.5% | +39.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling