+11.7%
BABA vs RRX
+200.5%
-188.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -13.8% | +4.3% | -18.1% | -15.0% |
| 30D | -15.1% | +12.3% | -27.4% | -18.7% |
| 3M | -22.7% | +3.7% | -26.4% | -24.4% |
| 6M | -34.7% | -13.9% | -20.8% | -33.5% |
| YTD | -35.0% | +26.5% | -61.5% | -42.6% |
| 1Y | -40.4% | +29.3% | -69.7% | -47.9% |
| 3Y | +21.9% | +65.6% | -43.6% | -6.6% |
| 5Y | -39.9% | +10.6% | -50.5% | -48.6% |
| All | +11.7% | +200.5% | -188.7% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling