-37.5%
BABA vs RRX
+31.1%
-68.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | +2.4% | 0.0% | +2.3% | +2.2% |
| 30D | -7.8% | +9.0% | -16.8% | -9.3% |
| 3M | -22.4% | +4.0% | -26.4% | -23.1% |
| 6M | -26.0% | -15.7% | -10.3% | -24.8% |
| YTD | -29.3% | +29.0% | -58.3% | -34.7% |
| 1Y | -37.5% | +35.2% | -72.8% | -42.1% |
| All | -37.5% | +31.1% | -68.6% | -42.1% |
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