-34.1%
BABA vs ROP
+8.5%
-42.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.0% |
| 7D | +11.6% | +2.1% | +9.5% | +11.8% |
| 30D | +2.3% | +32.9% | -30.6% | +5.5% |
| 3M | -13.7% | +20.3% | -34.0% | -12.0% |
| 6M | -21.9% | +36.8% | -58.7% | -18.6% |
| YTD | -24.6% | +8.1% | -32.7% | -30.6% |
| 1Y | -34.1% | +8.3% | -42.4% | -39.1% |
| All | -34.1% | +8.5% | -42.6% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling