+28.2%
BABA vs RSG
+603.3%
-575.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -11.9% | +7.6% | -19.5% | -13.3% |
| 3M | -9.3% | +7.4% | -16.7% | -11.0% |
| 6M | -14.2% | -3.3% | -11.0% | -13.8% |
| YTD | -22.0% | +6.0% | -28.0% | -23.6% |
| 1Y | -12.7% | -3.7% | -9.0% | -12.4% |
| 3Y | +26.7% | +59.1% | -32.4% | +8.1% |
| 5Y | -29.3% | +89.0% | -118.4% | -44.1% |
| 10Y | +21.2% | +412.5% | -391.3% | -44.2% |
| All | +28.2% | +603.3% | -575.1% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling