+215.7%
RSP vs BABA
+14.9%
+200.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.3% | -3.6% | +3.3% | +0.2% |
| 30D | +4.4% | -8.4% | +12.8% | +5.7% |
| 3M | +1.3% | -20.6% | +21.9% | +4.4% |
| 6M | +10.0% | -25.4% | +35.4% | +14.0% |
| YTD | +17.6% | -30.1% | +47.7% | +22.6% |
| 1Y | +19.2% | -36.3% | +55.5% | +25.9% |
| 3Y | +66.0% | +30.4% | +35.7% | +52.0% |
| 5Y | +50.4% | -35.7% | +86.2% | +50.8% |
| 10Y | +215.7% | +16.0% | +199.7% | +182.8% |
| All | +215.7% | +14.9% | +200.7% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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