+23.9%
BABA vs ROP
+239.1%
-215.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.5% |
| 7D | +11.6% | +2.1% | +9.5% | +10.7% |
| 30D | +2.3% | +32.9% | -30.6% | -9.7% |
| 3M | -13.7% | +20.0% | -33.7% | -20.6% |
| 6M | -21.9% | +36.4% | -58.3% | -32.8% |
| YTD | -24.6% | +7.8% | -32.5% | -28.4% |
| 1Y | -34.1% | +8.0% | -42.1% | -37.6% |
| 3Y | +36.3% | -3.5% | +39.7% | +34.2% |
| 5Y | -26.7% | +1.5% | -28.2% | -30.5% |
| 10Y | +19.2% | +198.5% | -179.3% | -41.6% |
| All | +23.9% | +239.1% | -215.3% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling