+11.7%
BABA vs ROP
+185.2%
-173.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -13.8% | +0.7% | -14.5% | -14.0% |
| 30D | -15.1% | +28.8% | -43.9% | -23.4% |
| 3M | -22.7% | +21.1% | -43.8% | -28.8% |
| 6M | -34.7% | +52.5% | -87.2% | -45.8% |
| YTD | -35.0% | +8.9% | -43.9% | -38.1% |
| 1Y | -40.4% | +8.2% | -48.6% | -43.2% |
| 3Y | +21.9% | -5.2% | +27.1% | +22.0% |
| 5Y | -39.9% | +1.7% | -41.6% | -42.7% |
| All | +11.7% | +185.2% | -173.5% | -32.3% |
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