+11.7%
BABA vs RSG
+452.6%
-440.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +2.5% | -16.3% | -14.1% |
| 30D | -15.1% | +12.7% | -27.8% | -16.8% |
| 3M | -22.7% | +17.9% | -40.7% | -24.9% |
| 6M | -34.7% | +25.0% | -59.7% | -37.3% |
| YTD | -35.0% | +20.8% | -55.8% | -37.5% |
| 1Y | -40.4% | +24.3% | -64.7% | -43.1% |
| 3Y | +21.9% | +65.3% | -43.3% | +7.5% |
| 5Y | -39.9% | +99.1% | -138.9% | -50.2% |
| All | +11.7% | +452.6% | -440.9% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling