-39.7%
BABA vs XRT
+12.4%
-52.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.2% | -6.5% |
| 7D | -12.7% | -0.4% | -12.2% | -12.5% |
| 30D | -14.9% | +7.5% | -22.4% | -16.8% |
| 3M | -24.6% | +2.3% | -27.0% | -25.3% |
| 6M | -29.3% | +12.8% | -42.2% | -32.2% |
| YTD | -35.0% | +7.1% | -42.1% | -36.5% |
| 1Y | -39.7% | +12.3% | -52.0% | -40.1% |
| All | -39.7% | +12.4% | -52.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling