+36.3%
BABA vs RVMD
+793.5%
-757.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.2% | -7.0% | +0.5% |
| 7D | +11.6% | +0.5% | +11.1% | +11.4% |
| 30D | +2.3% | -4.3% | +6.6% | +2.5% |
| 3M | -13.7% | -2.8% | -10.9% | -13.7% |
| 6M | -21.9% | +27.3% | -49.2% | -24.3% |
| YTD | -24.6% | +141.4% | -166.1% | -33.4% |
| 1Y | -34.1% | +213.3% | -247.4% | -44.6% |
| 3Y | +36.3% | +792.7% | -756.4% | -14.0% |
| All | +36.3% | +793.5% | -757.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling