+15.7%
BABA vs O
+78.3%
-62.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +2.4% | +3.5% | -1.2% | +1.6% |
| 30D | -7.8% | +10.4% | -18.2% | -9.8% |
| 3M | -22.4% | -2.4% | -19.9% | -22.0% |
| 6M | -26.0% | -1.2% | -24.8% | -26.0% |
| YTD | -29.3% | +10.4% | -39.7% | -31.1% |
| 1Y | -37.5% | +11.4% | -48.9% | -39.3% |
| 3Y | +31.9% | +40.4% | -8.5% | +20.8% |
| 5Y | -33.4% | +12.1% | -45.6% | -36.1% |
| 10Y | +15.7% | +82.7% | -67.0% | -1.2% |
| All | +15.7% | +78.3% | -62.6% | -1.2% |
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