-23.9%
BABA vs OSCR
+58.2%
-82.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.0% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | -15.1% | +16.5% | -31.6% | -16.2% |
| 3M | -5.0% | +17.0% | -22.0% | -6.7% |
| 6M | -19.9% | +145.0% | -164.9% | -28.5% |
| YTD | -25.3% | +126.7% | -152.0% | -32.8% |
| 1Y | -23.9% | +67.2% | -91.1% | -29.4% |
| All | -23.9% | +58.2% | -82.0% | -29.4% |
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