+11.7%
BABA vs ROL
+213.5%
-201.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.6% |
| 7D | -12.7% | -1.7% | -11.0% | -12.3% |
| 30D | -14.9% | +18.5% | -33.4% | -19.0% |
| 3M | -24.6% | +4.3% | -29.0% | -25.8% |
| 6M | -29.3% | -27.7% | -1.6% | -22.8% |
| YTD | -35.0% | -35.8% | +0.8% | -26.7% |
| 1Y | -39.7% | -34.1% | -5.6% | -32.6% |
| 3Y | +21.2% | +2.9% | +18.2% | +15.5% |
| 5Y | -39.9% | +12.7% | -52.6% | -45.5% |
| All | +11.7% | +213.5% | -201.8% | -31.7% |
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