-30.5%
BABA vs BKR
+214.0%
-244.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -2.2% | -1.5% | -0.6% | -1.8% |
| 30D | -17.3% | -0.7% | -16.7% | -17.2% |
| 3M | -7.8% | +0.5% | -8.3% | -8.1% |
| 6M | -16.8% | +6.6% | -23.4% | -18.6% |
| YTD | -24.7% | +41.3% | -65.9% | -31.4% |
| 1Y | -24.9% | +42.2% | -67.2% | -31.9% |
| 3Y | +29.1% | +83.4% | -54.4% | +7.8% |
| 5Y | -30.5% | +203.6% | -234.1% | -50.0% |
| All | -30.5% | +214.0% | -244.6% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling