-35.9%
BABA vs RVMD
+224.2%
-260.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -3.7% |
| 7D | +3.8% | +6.4% | -2.5% | +3.7% |
| 30D | -5.4% | +5.5% | -10.9% | -5.5% |
| 3M | -17.9% | -2.4% | -15.5% | -18.0% |
| 6M | -24.1% | +41.1% | -65.2% | -24.6% |
| YTD | -27.4% | +151.3% | -178.7% | -25.6% |
| All | -35.9% | +224.2% | -260.1% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling