-35.3%
BABA vs OXY
+45.4%
-80.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.1% | +10.0% | +4.2% |
| 7D | +4.3% | -8.8% | +13.1% | +3.0% |
| 30D | -5.0% | -1.7% | -3.3% | -5.3% |
| 3M | -18.4% | +4.5% | -22.9% | -17.8% |
| 6M | -20.3% | -4.0% | -16.3% | -20.7% |
| YTD | -27.5% | +41.4% | -68.9% | -32.6% |
| 1Y | -35.3% | +45.9% | -81.2% | -39.2% |
| All | -35.3% | +45.4% | -80.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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