-33.4%
BABA vs ROP
+0.5%
-33.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -7.8% | +30.3% | -38.1% | -15.4% |
| 3M | -22.4% | +17.8% | -40.1% | -26.5% |
| 6M | -26.0% | +38.9% | -64.9% | -34.4% |
| YTD | -29.3% | +7.6% | -36.9% | -30.3% |
| 1Y | -37.5% | +6.5% | -44.0% | -38.2% |
| 3Y | +31.9% | -6.3% | +38.2% | +36.1% |
| 5Y | -33.4% | +0.9% | -34.4% | -38.6% |
| All | -33.4% | +0.5% | -33.9% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling