-35.3%
BABA vs RSG
+19.5%
-54.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +5.3% |
| 7D | +4.3% | +5.1% | -0.9% | +6.2% |
| 30D | -5.0% | +15.3% | -20.3% | +0.3% |
| 3M | -18.4% | +18.6% | -36.9% | -12.6% |
| 6M | -20.3% | +19.5% | -39.8% | -13.9% |
| YTD | -27.5% | +17.2% | -44.7% | -22.8% |
| 1Y | -35.3% | +19.6% | -54.9% | -28.7% |
| All | -35.3% | +19.5% | -54.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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