-57.6%
BABA vs OSCR
-13.8%
-43.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | -13.8% | +1.3% | -15.1% | -14.0% |
| 30D | -15.1% | -9.5% | -5.6% | -14.2% |
| 3M | -22.7% | +0.9% | -23.6% | -23.2% |
| 6M | -34.7% | +31.5% | -66.1% | -37.9% |
| YTD | -35.0% | +116.1% | -151.1% | -42.6% |
| 1Y | -40.4% | +122.6% | -163.0% | -47.9% |
| 3Y | +21.9% | +356.6% | -334.7% | -15.1% |
| 5Y | -39.9% | +154.9% | -194.8% | -61.2% |
| All | -57.6% | -13.8% | -43.8% | -71.9% |
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