+22.3%
BABA vs RRC
-25.0%
+47.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.0% |
| 7D | +8.6% | -6.9% | +15.4% | +9.3% |
| 30D | -1.1% | +25.4% | -26.5% | -3.6% |
| 3M | -15.9% | +31.9% | -47.8% | -18.6% |
| 6M | -17.5% | +17.2% | -34.7% | -19.3% |
| YTD | -25.6% | +43.4% | -69.0% | -29.0% |
| 1Y | -33.8% | +36.7% | -70.6% | -36.6% |
| 3Y | +34.6% | +38.8% | -4.2% | +27.7% |
| 5Y | -27.7% | +118.3% | -145.9% | -35.8% |
| 10Y | +17.7% | +67.7% | -50.0% | -3.0% |
| All | +22.3% | -25.0% | +47.3% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling