-51.5%
BABA vs RPRX
+82.4%
-133.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -3.6% | +3.6% | -7.2% | -4.4% |
| 30D | -8.4% | +21.2% | -29.5% | -12.7% |
| 3M | -20.6% | +21.6% | -42.2% | -24.6% |
| 6M | -25.4% | +36.7% | -62.1% | -31.6% |
| YTD | -30.1% | +83.7% | -113.8% | -40.9% |
| 1Y | -36.3% | +83.2% | -119.5% | -46.1% |
| 3Y | +30.4% | +177.7% | -147.3% | -3.3% |
| 5Y | -35.7% | +95.8% | -131.5% | -47.2% |
| All | -51.5% | +82.4% | -133.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling