+14.9%
BABA vs O
+160.0%
-145.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | -8.4% | +9.4% | -17.8% | -10.2% |
| 3M | -20.6% | -2.4% | -18.2% | -20.2% |
| 6M | -25.4% | -1.9% | -23.5% | -25.3% |
| YTD | -30.1% | +10.5% | -40.6% | -31.9% |
| 1Y | -36.3% | +10.0% | -46.3% | -37.9% |
| 3Y | +30.4% | +40.5% | -10.1% | +19.4% |
| 5Y | -35.7% | +10.2% | -45.9% | -38.1% |
| 10Y | +16.0% | +82.5% | -66.4% | -2.4% |
| All | +14.9% | +160.0% | -145.1% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling