+16.7%
BABA vs RRX
+210.7%
-194.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.1% |
| 7D | -2.2% | -0.7% | -1.4% | -1.9% |
| 30D | -17.3% | -8.0% | -9.4% | -15.3% |
| 3M | -7.8% | -25.1% | +17.3% | -1.0% |
| 6M | -16.8% | -18.3% | +1.5% | -14.0% |
| YTD | -24.7% | +14.2% | -38.8% | -30.7% |
| 1Y | -24.9% | +13.0% | -38.0% | -31.0% |
| 3Y | +29.1% | +4.2% | +24.9% | +16.3% |
| 5Y | -30.5% | +17.9% | -48.4% | -41.5% |
| 10Y | +16.7% | +220.4% | -203.7% | -34.5% |
| All | +16.7% | +210.7% | -194.0% | -34.5% |
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