-35.9%
BABA vs ROST
+47.7%
-83.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -3.9% |
| 7D | +3.8% | +2.8% | +1.0% | +3.5% |
| 30D | -5.4% | +6.6% | -11.9% | -5.9% |
| 3M | -17.9% | -7.0% | -11.0% | -17.1% |
| 6M | -24.1% | +5.4% | -29.4% | -24.1% |
| YTD | -27.4% | +32.4% | -59.8% | -28.4% |
| All | -35.9% | +47.7% | -83.6% | -36.8% |
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