+18.7%
BABA vs RRC
+60.0%
-41.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.7% |
| 7D | +3.8% | -10.3% | +14.1% | +4.9% |
| 30D | -5.4% | +19.5% | -24.8% | -7.4% |
| 3M | -17.9% | +27.9% | -45.9% | -20.3% |
| 6M | -24.1% | +21.2% | -45.2% | -26.0% |
| YTD | -27.4% | +39.6% | -67.0% | -30.6% |
| 1Y | -36.1% | +31.3% | -67.3% | -38.5% |
| 3Y | +35.4% | +51.9% | -16.6% | +27.2% |
| 5Y | -30.1% | +110.2% | -140.3% | -37.8% |
| All | +18.7% | +60.0% | -41.3% | -3.6% |
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