-35.3%
BABA vs OSCR
+104.5%
-139.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.6% | -3.7% | +4.2% |
| 7D | +4.3% | +15.5% | -11.2% | +3.1% |
| 30D | -5.0% | +8.5% | -13.5% | -5.6% |
| 3M | -18.4% | +15.8% | -34.2% | -19.4% |
| 6M | -20.3% | +89.5% | -109.8% | -25.6% |
| YTD | -27.5% | +144.9% | -172.4% | -34.6% |
| 1Y | -35.3% | +105.1% | -140.4% | -41.2% |
| All | -35.3% | +104.5% | -139.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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