+17.6%
BABA vs ROL
+213.5%
-195.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.8% | -1.4% | -3.3% | -4.4% |
| 30D | -11.9% | -4.1% | -7.8% | -10.8% |
| 3M | -9.3% | -22.5% | +13.2% | -2.5% |
| 6M | -14.2% | -37.7% | +23.4% | -2.0% |
| YTD | -22.0% | -39.6% | +17.5% | -10.3% |
| 1Y | -12.7% | -36.0% | +23.3% | -1.7% |
| 3Y | +26.7% | -5.1% | +31.8% | +23.8% |
| 5Y | -29.3% | -3.4% | -26.0% | -33.0% |
| All | +17.6% | +213.5% | -195.9% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling