+22.3%
BABA vs XRT
+142.1%
-119.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.5% | +4.1% |
| 7D | +8.6% | +2.3% | +6.3% | +7.2% |
| 30D | -1.1% | +9.8% | -10.9% | -6.0% |
| 3M | -15.9% | -0.2% | -15.7% | -16.1% |
| 6M | -17.5% | +8.4% | -25.9% | -21.5% |
| YTD | -25.6% | +7.5% | -33.1% | -29.0% |
| 1Y | -33.8% | +13.2% | -47.0% | -38.7% |
| 3Y | +34.6% | +52.0% | -17.4% | +3.9% |
| 5Y | -27.7% | -3.2% | -24.5% | -30.9% |
| 10Y | +17.7% | +157.1% | -139.4% | -37.8% |
| All | +22.3% | +142.1% | -119.8% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling