-49.2%
BABA vs RVMD
+609.5%
-658.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.3% |
| 7D | +3.8% | +6.4% | -2.5% | +2.7% |
| 30D | -5.4% | +5.5% | -10.9% | -6.4% |
| 3M | -17.9% | -2.4% | -15.5% | -18.0% |
| 6M | -24.1% | +41.1% | -65.2% | -28.6% |
| YTD | -27.4% | +151.3% | -178.7% | -39.4% |
| 1Y | -36.1% | +228.1% | -264.1% | -49.1% |
| 3Y | +35.4% | +899.8% | -864.4% | -13.4% |
| 5Y | -30.1% | +514.0% | -544.1% | -56.7% |
| All | -49.2% | +609.5% | -658.7% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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