+11.7%
BABA vs O
+80.9%
-69.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -13.8% | -0.4% | -13.4% | -13.7% |
| 30D | -15.1% | +7.1% | -22.2% | -16.4% |
| 3M | -22.7% | -5.2% | -17.5% | -21.8% |
| 6M | -34.7% | -1.8% | -32.9% | -34.6% |
| YTD | -35.0% | +9.1% | -44.1% | -36.5% |
| 1Y | -40.4% | +9.7% | -50.1% | -41.9% |
| 3Y | +21.9% | +39.1% | -17.2% | +11.9% |
| 5Y | -39.9% | +8.4% | -48.2% | -42.0% |
| All | +11.7% | +80.9% | -69.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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