+27.2%
BABA vs NVDL
+2,608.0%
-2,580.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.7% |
| 7D | -2.2% | -0.8% | -1.3% | -2.1% |
| 30D | -17.3% | +3.4% | -20.7% | -17.9% |
| 3M | -7.8% | +8.1% | -15.9% | -9.1% |
| 6M | -16.8% | +31.9% | -48.6% | -19.7% |
| YTD | -24.7% | +21.1% | -45.8% | -27.0% |
| 1Y | -24.9% | +34.0% | -59.0% | -28.1% |
| 3Y | +29.1% | +677.9% | -648.9% | +1.1% |
| All | +27.2% | +2,608.0% | -2,580.9% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling