-47.2%
BABA vs RVMD
+636.2%
-683.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -2.2% | -0.7% | -1.4% | -2.1% |
| 30D | -17.3% | +0.3% | -17.7% | -17.4% |
| 3M | -7.8% | +38.9% | -46.6% | -12.6% |
| 6M | -16.8% | +108.1% | -124.9% | -27.0% |
| YTD | -24.7% | +160.7% | -185.4% | -37.1% |
| 1Y | -24.9% | +407.3% | -432.2% | -44.4% |
| 3Y | +29.1% | +546.6% | -517.5% | -12.7% |
| 5Y | -30.5% | +579.8% | -610.3% | -57.4% |
| All | -47.2% | +636.2% | -683.4% | -70.1% |
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