-31.3%
BABA vs RRC
+156.2%
-187.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | -9.3% | +4.0% | -13.3% | -9.9% |
| 6M | -14.2% | +1.6% | -15.8% | -14.8% |
| YTD | -22.0% | +19.7% | -41.7% | -24.6% |
| 1Y | -12.7% | +21.4% | -34.1% | -15.9% |
| 3Y | +26.7% | +29.7% | -3.0% | +19.4% |
| All | -31.3% | +156.2% | -187.5% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling