+15.8%
BABA vs ROK
+277.6%
-261.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -4.9% |
| 7D | +3.8% | -11.5% | +15.4% | +7.3% |
| 30D | -5.4% | -10.0% | +4.6% | -2.9% |
| 3M | -17.9% | -11.4% | -6.5% | -15.5% |
| 6M | -24.1% | -13.7% | -10.4% | -21.6% |
| YTD | -27.4% | +1.0% | -28.5% | -29.5% |
| 1Y | -36.1% | +5.6% | -41.7% | -38.9% |
| 3Y | +35.4% | +59.1% | -23.7% | +8.1% |
| 5Y | -30.1% | +26.1% | -56.2% | -41.1% |
| 10Y | +15.8% | +266.4% | -250.6% | -29.2% |
| All | +15.8% | +277.6% | -261.8% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling