+28.2%
BABA vs ROK
+362.2%
-334.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | -4.8% | +0.7% | -5.4% | -5.0% |
| 30D | -11.9% | -3.3% | -8.6% | -11.0% |
| 3M | -9.3% | -5.9% | -3.4% | -8.0% |
| 6M | -14.2% | +13.9% | -28.1% | -19.2% |
| YTD | -22.0% | +12.6% | -34.6% | -26.3% |
| 1Y | -12.7% | +28.6% | -41.3% | -21.5% |
| 3Y | +26.7% | +45.1% | -18.5% | +5.4% |
| 5Y | -29.3% | +45.6% | -74.9% | -43.2% |
| 10Y | +21.2% | +345.0% | -323.8% | -43.7% |
| All | +28.2% | +362.2% | -334.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling