+21.9%
BABA vs ROL
+5.9%
+16.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.3% |
| 7D | -13.8% | +3.0% | -16.8% | -14.1% |
| 30D | -15.1% | +19.8% | -34.9% | -16.9% |
| 3M | -22.7% | +7.9% | -30.6% | -23.2% |
| 6M | -34.7% | -25.6% | -9.0% | -32.0% |
| YTD | -35.0% | -34.1% | -0.9% | -31.4% |
| 1Y | -40.4% | -31.4% | -9.0% | -37.3% |
| 3Y | +21.9% | +4.7% | +17.2% | +40.0% |
| All | +21.9% | +5.9% | +16.0% | +40.0% |
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