+6.8%
BABA vs ROST
+601.0%
-594.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.4% | -6.6% |
| 7D | -12.7% | +0.9% | -13.5% | -12.9% |
| 30D | -14.9% | +5.1% | -20.0% | -16.2% |
| 3M | -24.6% | -4.3% | -20.4% | -24.0% |
| 6M | -29.3% | +9.4% | -38.8% | -31.8% |
| YTD | -35.0% | +32.5% | -67.5% | -41.1% |
| 1Y | -39.7% | +46.9% | -86.6% | -47.1% |
| 3Y | +21.2% | +98.1% | -76.9% | -4.1% |
| 5Y | -39.9% | +116.9% | -156.8% | -55.1% |
| 10Y | +7.8% | +310.9% | -303.0% | -36.6% |
| All | +6.8% | +601.0% | -594.2% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling