+17.6%
BABA vs RVTY
+149.2%
-131.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | +1.1% | -5.9% | -5.2% |
| 30D | -11.9% | +13.2% | -25.1% | -16.2% |
| 3M | -9.3% | +27.2% | -36.5% | -18.4% |
| 6M | -14.2% | +32.4% | -46.7% | -24.9% |
| YTD | -22.0% | +34.9% | -56.9% | -32.6% |
| 1Y | -12.7% | +52.4% | -65.1% | -28.9% |
| 3Y | +26.7% | +12.3% | +14.4% | +12.7% |
| 5Y | -29.3% | -30.8% | +1.5% | -22.1% |
| All | +17.6% | +149.2% | -131.6% | -36.4% |
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