-46.2%
BABA vs RPRX
+57.8%
-104.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.5% |
| 30D | -12.3% | +7.2% | -19.4% | -13.9% |
| 3M | -5.3% | +10.9% | -16.2% | -8.2% |
| 6M | -13.1% | +34.6% | -47.6% | -20.1% |
| YTD | -22.4% | +59.0% | -81.4% | -31.9% |
| 1Y | -19.5% | +72.5% | -92.0% | -31.1% |
| 3Y | +32.9% | +124.1% | -91.1% | +4.4% |
| 5Y | -29.9% | +75.9% | -105.8% | -40.6% |
| All | -46.2% | +57.8% | -104.1% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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