+28.2%
BABA vs ES
+134.7%
-106.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | -11.9% | -2.0% | -9.9% | -11.6% |
| 3M | -9.3% | +1.7% | -10.9% | -9.6% |
| 6M | -14.2% | -3.5% | -10.7% | -13.9% |
| YTD | -22.0% | +7.9% | -29.9% | -23.1% |
| 1Y | -12.7% | +17.2% | -29.9% | -15.2% |
| 3Y | +26.7% | +29.3% | -2.7% | +20.2% |
| 5Y | -29.3% | -5.7% | -23.6% | -30.4% |
| 10Y | +21.2% | +85.2% | -64.0% | +7.8% |
| All | +28.2% | +134.7% | -106.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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