+16.3%
BABA vs RSG
+684.5%
-668.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +2.4% | +2.0% | +0.4% | +1.9% |
| 30D | -7.8% | +14.2% | -21.9% | -10.5% |
| 3M | -22.4% | +15.8% | -38.1% | -24.9% |
| 6M | -26.0% | +24.6% | -50.5% | -29.9% |
| YTD | -29.3% | +18.2% | -47.5% | -32.4% |
| 1Y | -37.5% | +22.8% | -60.3% | -41.0% |
| 3Y | +31.9% | +62.4% | -30.5% | +13.1% |
| 5Y | -33.4% | +96.0% | -129.5% | -47.1% |
| 10Y | +15.7% | +448.5% | -432.8% | -46.7% |
| All | +16.3% | +684.5% | -668.2% | -57.3% |
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