-42.4%
BABA vs REPL
+36.1%
-78.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -0.9% |
| 7D | -3.6% | +5.3% | -8.8% | -3.9% |
| 30D | -8.4% | +66.6% | -75.0% | -10.8% |
| 3M | -20.6% | +59.6% | -80.2% | -22.6% |
| 6M | -25.4% | +482.4% | -507.7% | -34.5% |
| YTD | -30.1% | +124.1% | -154.2% | -37.7% |
| 1Y | -36.3% | +138.6% | -174.8% | -43.4% |
| 3Y | +30.4% | +96.0% | -65.7% | -1.5% |
| 5Y | -35.7% | -35.4% | -0.3% | -47.1% |
| All | -42.4% | +36.1% | -78.5% | -61.8% |
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