+16.0%
BABA vs RUN
+74.1%
-58.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.8% |
| 7D | -3.6% | +3.2% | -6.8% | -4.2% |
| 30D | -8.4% | +19.5% | -27.9% | -11.1% |
| 3M | -20.6% | -9.6% | -11.0% | -20.0% |
| 6M | -25.4% | -37.3% | +11.9% | -21.3% |
| YTD | -30.1% | -50.7% | +20.6% | -25.4% |
| 1Y | -36.3% | -54.1% | +17.8% | -31.5% |
| 3Y | +30.4% | -3.9% | +34.3% | +2.8% |
| 5Y | -35.7% | -84.4% | +48.7% | -35.4% |
| 10Y | +16.0% | +77.5% | -61.5% | -37.3% |
| All | +16.0% | +74.1% | -58.1% | -37.3% |
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