+27.1%
BABA vs RRC
+31.1%
-3.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.8% | +1.3% | -6.1% | -4.9% |
| 30D | -11.9% | +10.1% | -22.0% | -13.1% |
| 3M | -9.3% | +4.0% | -13.3% | -9.8% |
| 6M | -14.2% | +1.6% | -15.8% | -14.9% |
| YTD | -22.0% | +19.7% | -41.7% | -25.3% |
| 1Y | -12.7% | +21.4% | -34.1% | -16.8% |
| All | +27.1% | +31.1% | -3.9% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling