+23.9%
BABA vs EOG
+97.6%
-73.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.0% |
| 7D | +11.6% | -11.1% | +22.8% | +13.8% |
| 30D | +2.3% | +2.7% | -0.4% | +1.5% |
| 3M | -13.7% | +8.8% | -22.4% | -15.3% |
| 6M | -21.9% | +10.8% | -32.7% | -23.9% |
| YTD | -24.6% | +44.6% | -69.2% | -30.6% |
| 1Y | -34.1% | +44.6% | -78.7% | -39.3% |
| 3Y | +36.3% | +29.5% | +6.8% | +26.9% |
| 5Y | -26.7% | +96.3% | -123.0% | -38.0% |
| 10Y | +19.2% | +122.4% | -103.2% | -7.5% |
| All | +23.9% | +97.6% | -73.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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