-27.7%
BABA vs REPL
-40.1%
+12.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +2.8% |
| 7D | +8.6% | +15.1% | -6.6% | +8.0% |
| 30D | -1.1% | +51.1% | -52.2% | -2.7% |
| 3M | -15.9% | +69.2% | -85.1% | -17.8% |
| 6M | -17.5% | +597.6% | -615.1% | -25.9% |
| YTD | -25.6% | +106.0% | -131.6% | -31.5% |
| 1Y | -33.8% | +133.3% | -167.2% | -39.5% |
| 3Y | +34.6% | +41.0% | -6.4% | +11.3% |
| 5Y | -27.7% | -40.1% | +12.5% | -42.1% |
| All | -27.7% | -40.1% | +12.4% | -42.1% |
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