-29.9%
BABA vs RSG
+91.5%
-121.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.2% | -0.7% | +0.6% | -0.2% |
| 30D | -12.3% | +3.3% | -15.6% | -12.3% |
| 3M | -5.3% | +8.5% | -13.8% | -5.4% |
| 6M | -13.1% | -3.5% | -9.5% | -12.7% |
| YTD | -22.4% | +5.5% | -27.9% | -22.6% |
| 1Y | -19.5% | -1.7% | -17.8% | -19.2% |
| 3Y | +32.9% | +56.9% | -24.0% | +26.8% |
| 5Y | -29.9% | +89.4% | -119.3% | -36.6% |
| All | -29.9% | +91.5% | -121.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling