-54.8%
BABA vs ROIV
+232.7%
-287.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -4.8% | +0.6% | -5.4% | -4.8% |
| 30D | -11.9% | +1.0% | -12.8% | -12.1% |
| 3M | -9.3% | +18.3% | -27.6% | -11.5% |
| 6M | -14.2% | +18.3% | -32.6% | -16.6% |
| YTD | -22.0% | +61.0% | -83.0% | -27.5% |
| 1Y | -12.7% | +177.9% | -190.6% | -24.8% |
| 3Y | +26.7% | +199.1% | -172.4% | +6.4% |
| 5Y | -29.3% | +250.7% | -280.0% | -49.8% |
| All | -54.8% | +232.7% | -287.4% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling