-31.3%
BABA vs RTX
+168.2%
-199.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | -4.8% | -5.2% | +0.4% | -3.5% |
| 30D | -11.9% | -9.4% | -2.5% | -9.8% |
| 3M | -9.3% | +12.3% | -21.6% | -12.2% |
| 6M | -14.2% | -3.1% | -11.1% | -13.8% |
| YTD | -22.0% | +10.7% | -32.7% | -24.3% |
| 1Y | -12.7% | +28.4% | -41.1% | -18.6% |
| 3Y | +26.7% | +147.1% | -120.4% | -6.5% |
| All | -31.3% | +168.2% | -199.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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