-12.7%
BABA vs ROK
+29.3%
-42.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -4.8% | +0.7% | -5.4% | -4.9% |
| 30D | -11.9% | -3.3% | -8.6% | -11.1% |
| 3M | -9.3% | -5.9% | -3.4% | -8.3% |
| 6M | -14.2% | +13.9% | -28.1% | -20.8% |
| YTD | -22.0% | +12.6% | -34.6% | -28.0% |
| 1Y | -12.7% | +28.6% | -41.3% | -30.6% |
| All | -12.7% | +29.3% | -42.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling