+28.2%
BABA vs RY
+327.2%
-299.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | -4.8% | +3.1% | -7.9% | -6.5% |
| 30D | -11.9% | -0.3% | -11.6% | -11.9% |
| 3M | -9.3% | +8.7% | -17.9% | -14.1% |
| 6M | -14.2% | +28.5% | -42.8% | -26.8% |
| YTD | -22.0% | +25.1% | -47.1% | -32.3% |
| 1Y | -12.7% | +46.3% | -59.0% | -31.1% |
| 3Y | +26.7% | +154.9% | -128.3% | -29.6% |
| 5Y | -29.3% | +140.3% | -169.6% | -59.0% |
| 10Y | +21.2% | +377.0% | -355.8% | -50.9% |
| All | +28.2% | +327.2% | -299.1% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling