-56.3%
BABA vs ROIV
+270.3%
-326.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.5% |
| 7D | +11.6% | +5.3% | +6.3% | +10.9% |
| 30D | +2.3% | +11.9% | -9.6% | +0.8% |
| 3M | -13.7% | +10.7% | -24.4% | -15.2% |
| 6M | -21.9% | +34.9% | -56.8% | -25.6% |
| YTD | -24.6% | +79.2% | -103.8% | -31.1% |
| 1Y | -34.1% | +89.0% | -123.1% | -40.3% |
| 3Y | +36.3% | +337.3% | -301.1% | +9.6% |
| 5Y | -26.7% | +402.3% | -429.1% | -50.1% |
| All | -56.3% | +270.3% | -326.6% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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