+11.7%
BABA vs RVTY
+211.6%
-199.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -13.8% | -0.5% | -13.3% | -13.7% |
| 30D | -15.1% | +1.5% | -16.6% | -16.1% |
| 3M | -22.7% | +31.5% | -54.2% | -31.2% |
| 6M | -34.7% | +62.7% | -97.4% | -47.2% |
| YTD | -35.0% | +60.0% | -95.0% | -47.8% |
| 1Y | -40.4% | +65.7% | -106.1% | -53.0% |
| 3Y | +21.9% | +85.2% | -63.3% | -13.2% |
| 5Y | -39.9% | -14.9% | -25.0% | -39.5% |
| All | +11.7% | +211.6% | -199.9% | -41.1% |
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