-40.4%
BABA vs RVTY
+66.4%
-106.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -13.8% | -0.5% | -13.3% | -13.7% |
| 30D | -15.1% | +1.5% | -16.6% | -15.3% |
| 3M | -22.7% | +31.5% | -54.2% | -24.2% |
| 6M | -34.7% | +62.7% | -97.4% | -38.0% |
| YTD | -35.0% | +60.0% | -95.0% | -37.2% |
| 1Y | -40.4% | +65.7% | -106.1% | -42.2% |
| All | -40.4% | +66.4% | -106.8% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling