+22.3%
BABA vs ROL
+409.4%
-387.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.3% |
| 7D | +8.6% | +11.7% | -3.2% | +4.9% |
| 30D | -1.1% | +27.7% | -28.8% | -8.6% |
| 3M | -15.9% | +3.7% | -19.6% | -17.2% |
| 6M | -17.5% | -27.8% | +10.2% | -9.1% |
| YTD | -25.6% | -34.7% | +9.1% | -15.5% |
| 1Y | -33.8% | -34.1% | +0.3% | -25.2% |
| 3Y | +34.6% | +5.9% | +28.7% | +26.5% |
| 5Y | -27.7% | +15.6% | -43.3% | -35.5% |
| 10Y | +17.7% | +226.5% | -208.8% | -41.1% |
| All | +22.3% | +409.4% | -387.1% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling