-39.7%
BABA vs ROST
+46.7%
-86.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.4% | -6.9% |
| 7D | -12.7% | +0.9% | -13.5% | -12.7% |
| 30D | -14.9% | +5.1% | -20.0% | -15.2% |
| 3M | -24.6% | -4.3% | -20.4% | -24.1% |
| 6M | -29.3% | +9.4% | -38.8% | -29.8% |
| YTD | -35.0% | +32.5% | -67.5% | -35.8% |
| 1Y | -39.7% | +46.9% | -86.6% | -40.7% |
| All | -39.7% | +46.7% | -86.4% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling