+23.9%
BABA vs RVTY
+262.6%
-238.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.2% |
| 7D | +11.6% | -1.2% | +12.8% | +11.6% |
| 30D | +2.3% | +1.0% | +1.3% | +1.3% |
| 3M | -13.7% | +35.8% | -49.5% | -24.7% |
| 6M | -21.9% | +56.7% | -78.6% | -36.8% |
| YTD | -24.6% | +60.7% | -85.4% | -40.4% |
| 1Y | -34.1% | +73.7% | -107.8% | -49.9% |
| 3Y | +36.3% | +82.8% | -46.5% | -4.2% |
| 5Y | -26.7% | -7.0% | -19.7% | -29.8% |
| 10Y | +19.2% | +212.3% | -193.1% | -47.0% |
| All | +23.9% | +262.6% | -238.7% | -50.1% |
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 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