-33.4%
BABA vs ROL
+15.9%
-49.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +2.4% | +2.9% | -0.5% | +1.6% |
| 30D | -7.8% | +20.1% | -27.9% | -12.3% |
| 3M | -22.4% | +3.2% | -25.6% | -23.1% |
| 6M | -26.0% | -28.0% | +2.0% | -18.9% |
| YTD | -29.3% | -35.3% | +6.0% | -20.3% |
| 1Y | -37.5% | -33.6% | -3.9% | -30.2% |
| 3Y | +31.9% | +3.8% | +28.1% | +22.3% |
| 5Y | -33.4% | +14.4% | -47.8% | -43.3% |
| All | -33.4% | +15.9% | -49.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling