-28.3%
BABA vs ROP
+1.1%
-29.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.2% |
| 7D | +11.6% | +2.1% | +9.5% | +10.9% |
| 30D | +2.3% | +32.9% | -30.6% | -6.8% |
| 3M | -13.7% | +20.0% | -33.7% | -18.8% |
| 6M | -21.9% | +36.4% | -58.3% | -30.2% |
| YTD | -24.6% | +7.8% | -32.5% | -25.8% |
| 1Y | -34.1% | +8.0% | -42.1% | -35.3% |
| 3Y | +36.3% | -3.5% | +39.7% | +37.9% |
| All | -28.3% | +1.1% | -29.4% | -33.7% |
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