+22.3%
BABA vs RVTY
+252.6%
-230.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +4.7% |
| 7D | +8.6% | -9.0% | +17.6% | +12.1% |
| 30D | -1.1% | -1.6% | +0.5% | -1.1% |
| 3M | -15.9% | +31.2% | -47.1% | -25.6% |
| 6M | -17.5% | +63.6% | -81.1% | -34.5% |
| YTD | -25.6% | +56.3% | -81.9% | -40.5% |
| 1Y | -33.8% | +63.3% | -97.2% | -48.4% |
| 3Y | +34.6% | +72.4% | -37.8% | -2.9% |
| 5Y | -27.7% | -9.6% | -18.1% | -30.0% |
| 10Y | +17.7% | +203.7% | -186.0% | -47.1% |
| All | +22.3% | +252.6% | -230.3% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling