-39.8%
BABA vs RRC
+134.0%
-173.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -13.8% | +6.4% | -20.2% | -14.5% |
| 30D | -15.1% | +23.9% | -39.0% | -17.9% |
| 3M | -22.7% | +30.2% | -52.9% | -25.9% |
| 6M | -34.7% | +26.3% | -60.9% | -37.2% |
| YTD | -35.0% | +48.1% | -83.1% | -39.5% |
| 1Y | -40.4% | +37.7% | -78.1% | -43.9% |
| 3Y | +21.9% | +60.3% | -38.4% | +10.5% |
| All | -39.8% | +134.0% | -173.7% | -48.8% |
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