-29.9%
BABA vs RRX
+19.7%
-49.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.2% | +4.3% | -4.4% | -1.4% |
| 30D | -12.3% | -8.0% | -4.2% | -10.3% |
| 3M | -5.3% | -22.0% | +16.7% | 0.0% |
| 6M | -13.1% | -11.9% | -1.2% | -12.5% |
| YTD | -22.4% | +17.1% | -39.5% | -29.3% |
| 1Y | -19.5% | +14.9% | -34.4% | -26.4% |
| 3Y | +32.9% | +6.9% | +26.1% | +20.1% |
| 5Y | -29.9% | +19.6% | -49.4% | -39.4% |
| All | -29.9% | +19.7% | -49.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling