-35.3%
BABA vs RRX
+30.0%
-65.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.6% | +8.6% | +5.4% |
| 7D | +4.3% | +7.6% | -3.3% | +2.9% |
| 30D | -5.0% | +7.5% | -12.5% | -6.3% |
| 3M | -18.4% | -21.0% | +2.7% | -15.6% |
| 6M | -20.3% | -18.1% | -2.2% | -18.9% |
| YTD | -27.5% | +24.3% | -51.8% | -32.3% |
| 1Y | -35.3% | +29.3% | -64.6% | -39.4% |
| All | -35.3% | +30.0% | -65.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling