+17.1%
BABA vs RRC
+59.4%
-42.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.6% |
| 7D | +11.6% | -10.8% | +22.5% | +12.9% |
| 30D | +2.3% | +22.3% | -20.0% | -0.1% |
| 3M | -13.7% | +26.6% | -40.3% | -16.1% |
| 6M | -21.9% | +18.9% | -40.8% | -23.7% |
| YTD | -24.6% | +39.2% | -63.8% | -27.9% |
| 1Y | -34.1% | +34.0% | -68.1% | -36.7% |
| 3Y | +36.3% | +42.0% | -5.8% | +28.9% |
| 5Y | -26.7% | +111.9% | -138.6% | -34.8% |
| All | +17.1% | +59.4% | -42.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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