+36.3%
BABA vs RRX
+63.4%
-27.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.1% |
| 7D | +11.6% | +7.5% | +4.1% | +9.4% |
| 30D | +2.3% | +3.0% | -0.7% | +1.1% |
| 3M | -13.7% | -5.3% | -8.3% | -13.2% |
| 6M | -21.9% | -26.6% | +4.7% | -17.7% |
| YTD | -24.6% | +21.2% | -45.8% | -31.3% |
| 1Y | -34.1% | +25.9% | -60.0% | -40.6% |
| 3Y | +36.3% | +71.7% | -35.4% | +7.2% |
| All | +36.3% | +63.4% | -27.2% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling