-35.9%
BABA vs O
+10.4%
-46.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.7% |
| 7D | +3.8% | +3.3% | +0.5% | +3.8% |
| 30D | -5.4% | +10.3% | -15.7% | -4.8% |
| 3M | -17.9% | -3.5% | -14.5% | -18.3% |
| 6M | -24.1% | -1.3% | -22.8% | -24.8% |
| YTD | -27.4% | +10.3% | -37.8% | -29.7% |
| All | -35.9% | +10.4% | -46.3% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling