+17.6%
BABA vs RUN
+43.6%
-26.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -4.8% | +1.3% | -6.0% | -5.0% |
| 30D | -11.9% | -15.3% | +3.4% | -10.0% |
| 3M | -9.3% | -40.0% | +30.7% | -3.0% |
| 6M | -14.2% | -27.0% | +12.7% | -11.7% |
| YTD | -22.0% | -51.7% | +29.6% | -16.1% |
| 1Y | -12.7% | -45.9% | +33.2% | -8.8% |
| 3Y | +26.7% | -43.8% | +70.4% | +10.1% |
| 5Y | -29.3% | -80.5% | +51.1% | -31.6% |
| All | +17.6% | +43.6% | -26.0% | -34.1% |
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