+17.1%
BABA vs RY
+360.6%
-343.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.1% |
| 7D | +11.6% | -0.9% | +12.5% | +12.2% |
| 30D | +2.3% | +5.9% | -3.6% | -1.4% |
| 3M | -13.7% | -4.3% | -9.4% | -11.6% |
| 6M | -21.9% | +12.1% | -34.0% | -28.0% |
| YTD | -24.6% | +20.3% | -44.9% | -33.4% |
| 1Y | -34.1% | +41.0% | -75.1% | -47.5% |
| 3Y | +36.3% | +157.5% | -121.3% | -27.1% |
| 5Y | -26.7% | +123.2% | -149.9% | -56.9% |
| All | +17.1% | +360.6% | -343.5% | -48.7% |
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