+17.4%
BABA vs ROST
+317.2%
-299.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +2.4% | +3.2% | -0.8% | +1.3% |
| 30D | -7.8% | +7.4% | -15.2% | -9.8% |
| 3M | -22.4% | -6.1% | -16.3% | -21.3% |
| 6M | -26.0% | +6.2% | -32.2% | -27.9% |
| YTD | -29.3% | +33.4% | -62.7% | -35.8% |
| 1Y | -37.5% | +48.8% | -86.3% | -45.2% |
| 3Y | +31.9% | +99.5% | -67.6% | +4.8% |
| 5Y | -33.4% | +112.7% | -146.1% | -49.9% |
| All | +17.4% | +317.2% | -299.8% | -24.2% |
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