-37.5%
BABA vs ROL
-32.6%
-4.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +2.4% | +3.4% | -1.0% | +1.9% |
| 30D | -7.8% | +20.8% | -28.5% | -9.8% |
| 3M | -22.4% | +3.7% | -26.1% | -21.9% |
| 6M | -26.0% | -27.7% | +1.7% | -21.2% |
| YTD | -29.3% | -34.9% | +5.6% | -21.4% |
| 1Y | -37.5% | -33.3% | -4.2% | -30.3% |
| All | -37.5% | -32.6% | -4.9% | -30.3% |
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 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