+15.8%
BABA vs ROP
+189.6%
-173.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.3% |
| 7D | +3.8% | -1.6% | +5.5% | +4.5% |
| 30D | -5.4% | +29.5% | -34.9% | -14.9% |
| 3M | -17.9% | +17.5% | -35.5% | -23.4% |
| 6M | -24.1% | +38.1% | -62.1% | -34.3% |
| YTD | -27.4% | +7.0% | -34.4% | -30.4% |
| 1Y | -36.1% | +6.5% | -42.6% | -38.7% |
| 3Y | +35.4% | -5.5% | +40.8% | +35.3% |
| 5Y | -30.1% | -0.4% | -29.7% | -32.9% |
| 10Y | +15.8% | +183.6% | -167.7% | -25.8% |
| All | +15.8% | +189.6% | -173.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling