+17.6%
BABA vs ROST
+308.6%
-291.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | -11.9% | -8.9% | -3.0% | -9.6% |
| 3M | -9.3% | -0.8% | -8.4% | -9.3% |
| 6M | -14.2% | +8.5% | -22.7% | -16.9% |
| YTD | -22.0% | +28.6% | -50.6% | -28.3% |
| 1Y | -12.7% | +52.3% | -65.0% | -23.9% |
| 3Y | +26.7% | +94.8% | -68.2% | +1.4% |
| 5Y | -29.3% | +110.8% | -140.1% | -46.6% |
| All | +17.6% | +308.6% | -291.0% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling