+32.9%
BABA vs NVDL
+680.6%
-647.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | -0.2% | +7.3% | -7.5% | -0.9% |
| 30D | -12.3% | -0.7% | -11.6% | -12.5% |
| 3M | -5.3% | +9.5% | -14.8% | -6.9% |
| 6M | -13.1% | +41.6% | -54.7% | -16.7% |
| YTD | -22.4% | +23.3% | -45.8% | -25.1% |
| 1Y | -19.5% | +40.3% | -59.8% | -23.2% |
| 3Y | +32.9% | +692.2% | -659.2% | +1.1% |
| All | +32.9% | +680.6% | -647.6% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling