+242.5%
RSP vs BABA
+23.9%
+218.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.3% |
| 7D | -1.4% | +8.6% | -10.0% | -2.7% |
| 30D | +2.1% | -1.1% | +3.2% | +2.2% |
| 3M | -0.9% | -15.9% | +15.0% | +1.4% |
| 6M | +7.5% | -17.5% | +25.1% | +10.0% |
| YTD | +14.6% | -25.6% | +40.2% | +18.6% |
| 1Y | +17.6% | -33.8% | +51.5% | +23.9% |
| 3Y | +60.8% | +34.6% | +26.2% | +46.1% |
| 5Y | +46.1% | -27.7% | +73.8% | +42.3% |
| 10Y | +221.4% | +17.7% | +203.7% | +167.3% |
| All | +242.5% | +23.9% | +218.6% | +167.5% |
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