-59.5%
BABA vs ROIV
+298.6%
-358.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -3.6% | +9.5% | -13.0% | -4.7% |
| 30D | -8.4% | +21.0% | -29.3% | -10.6% |
| 3M | -20.6% | +18.7% | -39.3% | -22.7% |
| 6M | -25.4% | +44.5% | -69.9% | -29.5% |
| YTD | -30.1% | +92.9% | -123.0% | -36.7% |
| 1Y | -36.3% | +100.2% | -136.5% | -42.7% |
| 3Y | +30.4% | +375.0% | -344.7% | +3.8% |
| 5Y | -35.7% | +435.2% | -470.9% | -56.6% |
| All | -59.5% | +298.6% | -358.0% | -72.1% |
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