-28.3%
BABA vs ROST
+103.5%
-131.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.9% |
| 7D | +11.6% | +1.2% | +10.4% | +11.0% |
| 30D | +2.3% | +2.5% | -0.2% | +1.1% |
| 3M | -13.7% | -9.0% | -4.7% | -10.9% |
| 6M | -21.9% | +1.3% | -23.3% | -23.2% |
| YTD | -24.6% | +29.1% | -53.7% | -33.3% |
| 1Y | -34.1% | +45.4% | -79.5% | -44.7% |
| 3Y | +36.3% | +94.9% | -58.6% | -1.6% |
| All | -28.3% | +103.5% | -131.8% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling