+15.8%
BABA vs RUN
+133.0%
-117.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.4% |
| 7D | +3.8% | +18.1% | -14.2% | +1.3% |
| 30D | -5.4% | +27.5% | -32.9% | -9.0% |
| 3M | -17.9% | -4.5% | -13.4% | -17.9% |
| 6M | -24.1% | -33.3% | +9.3% | -20.6% |
| YTD | -27.4% | -47.1% | +19.6% | -23.3% |
| 1Y | -36.1% | -43.1% | +7.1% | -33.5% |
| 3Y | +35.4% | -3.0% | +38.3% | +7.0% |
| 5Y | -30.1% | -82.6% | +52.5% | -30.9% |
| 10Y | +15.8% | +103.3% | -87.5% | -36.8% |
| All | +15.8% | +133.0% | -117.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling