-30.1%
BABA vs REPL
-33.0%
+2.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -3.8% |
| 7D | +3.8% | +14.2% | -10.4% | +3.3% |
| 30D | -5.4% | +65.9% | -71.3% | -7.3% |
| 3M | -17.9% | +84.6% | -102.5% | -20.0% |
| 6M | -24.1% | +446.9% | -471.0% | -31.0% |
| YTD | -27.4% | +129.0% | -156.5% | -33.4% |
| 1Y | -36.1% | +167.9% | -203.9% | -41.8% |
| 3Y | +35.4% | +93.9% | -58.5% | +6.8% |
| 5Y | -30.1% | -33.0% | +2.9% | -43.5% |
| All | -30.1% | -33.0% | +2.9% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling