+36.3%
BABA vs RY
+155.6%
-119.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.9% |
| 7D | +11.6% | -0.9% | +12.5% | +12.1% |
| 30D | +2.3% | +5.9% | -3.6% | -0.8% |
| 3M | -13.7% | -4.3% | -9.4% | -12.0% |
| 6M | -21.9% | +12.1% | -34.0% | -27.6% |
| YTD | -24.6% | +20.3% | -44.9% | -33.0% |
| 1Y | -34.1% | +41.0% | -75.1% | -46.2% |
| 3Y | +36.3% | +157.5% | -121.3% | -25.1% |
| All | +36.3% | +155.6% | -119.3% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling