+27.1%
BABA vs XRT
+41.8%
-14.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -4.8% | +0.8% | -5.6% | -5.1% |
| 30D | -11.9% | -4.2% | -7.7% | -10.4% |
| 3M | -9.3% | +5.1% | -14.4% | -11.3% |
| 6M | -14.2% | +2.4% | -16.7% | -15.4% |
| YTD | -22.0% | +3.2% | -25.2% | -23.4% |
| 1Y | -12.7% | +1.5% | -14.2% | -13.6% |
| All | +27.1% | +41.8% | -14.7% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling