-51.2%
BABA vs OSCR
-9.5%
-41.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.1% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | -15.1% | +16.5% | -31.6% | -16.9% |
| 3M | -5.0% | +17.0% | -22.0% | -7.5% |
| 6M | -19.9% | +145.0% | -164.9% | -29.9% |
| YTD | -25.3% | +126.7% | -152.0% | -34.2% |
| 1Y | -23.9% | +67.2% | -91.1% | -31.1% |
| 3Y | +28.1% | +405.1% | -377.0% | -12.4% |
| 5Y | -31.4% | +86.2% | -117.5% | -55.9% |
| All | -51.2% | -9.5% | -41.7% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling