-49.3%
BABA vs OSCR
-8.3%
-41.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | -0.2% | +10.7% | -10.8% | -1.5% |
| 30D | -12.3% | +18.3% | -30.6% | -14.3% |
| 3M | -5.3% | +20.5% | -25.8% | -8.1% |
| 6M | -13.1% | +138.5% | -151.6% | -23.7% |
| YTD | -22.4% | +129.7% | -152.1% | -31.8% |
| 1Y | -19.5% | +62.8% | -82.3% | -26.8% |
| 3Y | +32.9% | +411.8% | -378.8% | -9.2% |
| 5Y | -29.9% | +99.9% | -129.8% | -55.1% |
| All | -49.3% | -8.3% | -41.0% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling