-35.7%
BABA vs REPL
-6.0%
-29.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -4.8% | -3.0% | -1.8% | -4.6% |
| 30D | -11.9% | +27.1% | -39.0% | -13.0% |
| 3M | -9.3% | +52.4% | -61.6% | -13.2% |
| 6M | -14.2% | +107.4% | -121.7% | -23.1% |
| YTD | -22.0% | +54.7% | -76.8% | -29.0% |
| 1Y | -12.7% | +158.9% | -171.6% | -25.2% |
| 3Y | +26.7% | -23.7% | +50.4% | +4.5% |
| 5Y | -29.3% | -54.3% | +25.0% | -40.9% |
| All | -35.7% | -6.0% | -29.7% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling