+16.3%
BABA vs RRX
+217.2%
-201.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | +2.4% | 0.0% | +2.3% | +1.9% |
| 30D | -7.8% | +9.0% | -16.8% | -11.0% |
| 3M | -22.4% | +4.0% | -26.4% | -24.1% |
| 6M | -26.0% | -15.7% | -10.3% | -24.1% |
| YTD | -29.3% | +29.0% | -58.3% | -38.1% |
| 1Y | -37.5% | +35.2% | -72.8% | -46.4% |
| 3Y | +31.9% | +67.7% | -35.8% | 0.0% |
| 5Y | -33.4% | +14.9% | -48.3% | -44.0% |
| 10Y | +15.7% | +216.8% | -201.1% | -39.2% |
| All | +16.3% | +217.2% | -201.0% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling