+31.0%
BABA vs OSCR
+386.4%
-355.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -2.7% |
| 7D | -2.2% | +4.7% | -6.9% | -2.4% |
| 30D | -17.3% | +14.8% | -32.1% | -18.1% |
| 3M | -7.8% | +16.7% | -24.4% | -8.9% |
| 6M | -16.8% | +127.5% | -144.3% | -21.7% |
| YTD | -24.7% | +121.0% | -145.7% | -29.1% |
| 1Y | -24.9% | +58.4% | -83.3% | -28.5% |
| All | +31.0% | +386.4% | -355.3% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling