+14.4%
BABA vs RSG
+425.0%
-410.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | -2.9% | -1.8% | -1.1% | -2.6% |
| 30D | -15.1% | +2.8% | -17.9% | -15.5% |
| 3M | -5.0% | +4.3% | -9.3% | -5.9% |
| 6M | -19.9% | -0.5% | -19.4% | -20.1% |
| YTD | -25.3% | +5.2% | -30.5% | -26.3% |
| 1Y | -23.9% | -2.1% | -21.7% | -23.9% |
| 3Y | +28.1% | +56.5% | -28.4% | +13.1% |
| 5Y | -31.4% | +89.5% | -120.9% | -43.5% |
| All | +14.4% | +425.0% | -410.6% | -36.6% |
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