+27.1%
BABA vs ROL
-4.8%
+31.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.8% | -1.4% | -3.3% | -4.5% |
| 30D | -11.9% | -4.1% | -7.8% | -11.3% |
| 3M | -9.3% | -22.5% | +13.2% | -5.7% |
| 6M | -14.2% | -37.7% | +23.4% | -8.2% |
| YTD | -22.0% | -39.6% | +17.5% | -16.1% |
| 1Y | -12.7% | -36.0% | +23.3% | -6.8% |
| All | +27.1% | -4.8% | +31.9% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling