-30.5%
BABA vs OSCR
+92.3%
-122.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -2.4% |
| 7D | -2.2% | +4.7% | -6.9% | -2.8% |
| 30D | -17.3% | +14.8% | -32.1% | -19.0% |
| 3M | -7.8% | +16.7% | -24.4% | -10.3% |
| 6M | -16.8% | +127.5% | -144.3% | -27.1% |
| YTD | -24.7% | +121.0% | -145.7% | -34.1% |
| 1Y | -24.9% | +58.4% | -83.3% | -32.0% |
| 3Y | +29.1% | +392.4% | -363.3% | -15.1% |
| 5Y | -30.5% | +80.5% | -111.0% | -58.1% |
| All | -30.5% | +92.3% | -122.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling