+26.2%
BABA vs NVDL
+2,480.8%
-2,454.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.3% |
| 7D | -2.9% | -8.7% | +5.8% | -2.1% |
| 30D | -15.1% | -1.3% | -13.8% | -15.3% |
| 3M | -5.0% | +11.4% | -16.4% | -6.7% |
| 6M | -19.9% | +22.9% | -42.8% | -22.3% |
| YTD | -25.3% | +15.4% | -40.7% | -27.3% |
| 1Y | -23.9% | +18.8% | -42.6% | -26.3% |
| 3Y | +28.1% | +641.4% | -613.3% | +0.7% |
| All | +26.2% | +2,480.8% | -2,454.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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