-40.4%
BABA vs RSG
+24.9%
-65.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.5% | -6.6% |
| 7D | -12.7% | +1.4% | -14.1% | -12.2% |
| 30D | -14.9% | +15.0% | -29.9% | -10.4% |
| 3M | -24.6% | +18.5% | -43.1% | -19.7% |
| 6M | -29.3% | +25.8% | -55.1% | -22.1% |
| YTD | -35.0% | +20.8% | -55.8% | -30.2% |
| All | -40.4% | +24.9% | -65.3% | -34.1% |
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