+15.8%
BABA vs RVTY
+217.6%
-201.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -5.0% |
| 7D | +3.8% | +6.0% | -2.2% | +1.2% |
| 30D | -5.4% | +4.3% | -9.7% | -7.4% |
| 3M | -17.9% | +40.2% | -58.2% | -28.7% |
| 6M | -24.1% | +59.3% | -83.4% | -38.1% |
| YTD | -27.4% | +66.5% | -94.0% | -42.6% |
| 1Y | -36.1% | +77.5% | -113.5% | -51.0% |
| 3Y | +35.4% | +92.5% | -57.1% | -5.0% |
| 5Y | -30.1% | -6.8% | -23.3% | -32.3% |
| 10Y | +15.8% | +225.4% | -209.5% | -40.9% |
| All | +15.8% | +217.6% | -201.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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