+36.3%
BABA vs ROL
+3.8%
+32.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +11.6% | +9.5% | +2.1% | +10.5% |
| 30D | +2.3% | +22.9% | -20.6% | -0.2% |
| 3M | -13.7% | +3.5% | -17.2% | -13.8% |
| 6M | -21.9% | -29.4% | +7.5% | -18.2% |
| YTD | -24.6% | -36.1% | +11.4% | -20.1% |
| 1Y | -34.1% | -34.4% | +0.3% | -30.3% |
| 3Y | +36.3% | +4.0% | +32.2% | +54.3% |
| All | +36.3% | +3.8% | +32.4% | +54.3% |
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 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