+11.7%
BABA vs BKR
+56.4%
-44.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -13.8% | +3.8% | -17.5% | -14.4% |
| 30D | -15.1% | -10.3% | -4.8% | -13.6% |
| 3M | -22.7% | -21.7% | -1.0% | -19.2% |
| 6M | -34.7% | -23.8% | -10.9% | -31.4% |
| YTD | -35.0% | +10.3% | -45.3% | -37.1% |
| 1Y | -40.4% | +5.7% | -46.1% | -41.9% |
| 3Y | +21.9% | +52.6% | -30.7% | +8.7% |
| 5Y | -39.9% | +127.1% | -167.0% | -51.2% |
| All | +11.7% | +56.4% | -44.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 10y: compounded portfolio wealth divided by compounded BKR 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…
10y analysis · Full analysis span regression · 6 months rolling