+48.4%
RSP vs BABA
-40.0%
+88.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | -13.8% | +16.1% | +3.9% |
| 30D | +4.3% | -15.1% | +19.4% | +6.0% |
| 3M | -0.3% | -22.7% | +22.4% | +2.2% |
| 6M | +9.8% | -34.7% | +44.5% | +14.5% |
| YTD | +16.8% | -35.0% | +51.9% | +21.5% |
| 1Y | +19.5% | -40.4% | +59.9% | +25.4% |
| 3Y | +65.1% | +21.9% | +43.2% | +56.1% |
| All | +48.4% | -40.0% | +88.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling