-37.9%
BABA vs REPL
+35.1%
-73.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | +0.9% |
| 7D | +11.6% | +22.8% | -11.1% | +10.5% |
| 30D | +2.3% | +63.8% | -61.5% | -0.3% |
| 3M | -13.7% | +68.1% | -81.8% | -16.1% |
| 6M | -21.9% | +528.5% | -550.4% | -31.8% |
| YTD | -24.6% | +122.4% | -147.1% | -32.8% |
| 1Y | -34.1% | +154.4% | -188.5% | -41.7% |
| 3Y | +36.3% | +68.0% | -31.7% | +4.7% |
| 5Y | -26.7% | -35.4% | +8.6% | -39.7% |
| All | -37.9% | +35.1% | -73.0% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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