+15.8%
BABA vs ROL
+222.1%
-206.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.3% |
| 7D | +3.8% | +7.5% | -3.7% | +1.7% |
| 30D | -5.4% | +21.1% | -26.5% | -10.5% |
| 3M | -17.9% | +3.1% | -21.1% | -18.9% |
| 6M | -24.1% | -27.4% | +3.4% | -17.1% |
| YTD | -27.4% | -34.7% | +7.3% | -18.5% |
| 1Y | -36.1% | -32.9% | -3.1% | -28.9% |
| 3Y | +35.4% | +6.1% | +29.2% | +27.7% |
| 5Y | -30.1% | +16.3% | -46.4% | -37.2% |
| 10Y | +15.8% | +214.9% | -199.0% | -32.3% |
| All | +15.8% | +222.1% | -206.2% | -32.3% |
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