+28.2%
BABA vs ROP
+189.8%
-161.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.8% | +2.8% |
| 7D | -4.8% | -4.4% | -0.3% | -3.0% |
| 30D | -11.9% | +3.2% | -15.1% | -13.2% |
| 3M | -9.3% | +23.1% | -32.3% | -17.9% |
| 6M | -14.2% | +13.3% | -27.6% | -20.0% |
| YTD | -22.0% | -7.9% | -14.2% | -20.5% |
| 1Y | -12.7% | -22.1% | +9.3% | -3.7% |
| 3Y | +26.7% | -16.8% | +43.5% | +33.3% |
| 5Y | -29.3% | -13.5% | -15.8% | -28.0% |
| 10Y | +21.2% | +137.7% | -116.4% | -33.4% |
| All | +28.2% | +189.8% | -161.6% | -38.0% |
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