+244.5%
RSP vs BABA
+29.8%
+214.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.8% | -4.8% | +4.0% | 0.0% |
| 30D | -0.3% | -11.9% | +11.6% | +1.5% |
| 3M | +4.3% | -9.3% | +13.5% | +5.4% |
| 6M | +8.8% | -14.2% | +23.1% | +10.6% |
| YTD | +15.3% | -22.0% | +37.3% | +18.6% |
| 1Y | +18.3% | -12.7% | +31.0% | +18.9% |
| 3Y | +52.8% | +26.7% | +26.2% | +40.5% |
| 5Y | +51.7% | -29.3% | +81.1% | +48.6% |
| 10Y | +208.5% | +21.2% | +187.2% | +155.9% |
| All | +244.5% | +29.8% | +214.7% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling