+15.6%
BABA vs RY
+366.5%
-350.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +4.4% |
| 7D | +8.6% | -1.1% | +9.7% | +9.3% |
| 30D | -1.1% | +4.4% | -5.5% | -3.8% |
| 3M | -15.9% | -2.9% | -13.0% | -14.6% |
| 6M | -17.5% | +15.6% | -33.1% | -25.4% |
| YTD | -25.6% | +21.8% | -47.4% | -34.8% |
| 1Y | -33.8% | +42.6% | -76.4% | -47.6% |
| 3Y | +34.6% | +160.9% | -126.3% | -28.6% |
| 5Y | -27.7% | +126.1% | -153.7% | -57.8% |
| All | +15.6% | +366.5% | -350.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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