-35.3%
BABA vs ROL
-34.1%
-1.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.2% | +4.6% |
| 7D | +4.3% | +14.6% | -10.3% | +2.8% |
| 30D | -5.0% | +29.3% | -34.2% | -7.9% |
| 3M | -18.4% | +2.0% | -20.4% | -17.6% |
| 6M | -20.3% | -28.5% | +8.3% | -15.2% |
| YTD | -27.5% | -35.3% | +7.8% | -19.6% |
| 1Y | -35.3% | -34.7% | -0.6% | -26.9% |
| All | -35.3% | -34.1% | -1.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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