+16.7%
BABA vs OXY
+2.2%
+14.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -12.3% | +8.5% | -20.7% | -13.2% |
| 3M | -5.3% | +6.0% | -11.3% | -6.2% |
| 6M | -13.1% | +13.0% | -26.0% | -15.2% |
| YTD | -22.4% | +48.9% | -71.3% | -27.3% |
| 1Y | -19.5% | +36.4% | -55.9% | -23.7% |
| 3Y | +32.9% | -2.3% | +35.2% | +30.6% |
| 5Y | -29.9% | +160.6% | -190.5% | -39.5% |
| 10Y | +16.7% | +2.0% | +14.7% | +21.5% |
| All | +16.7% | +2.2% | +14.5% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling