-19.5%
BABA vs OXY
+34.1%
-53.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -12.3% | +8.5% | -20.7% | -11.8% |
| 3M | -5.3% | +6.0% | -11.3% | -5.2% |
| 6M | -13.1% | +13.0% | -26.0% | -14.2% |
| YTD | -22.4% | +48.9% | -71.3% | -28.1% |
| 1Y | -19.5% | +36.4% | -55.9% | -23.7% |
| All | -19.5% | +34.1% | -53.6% | -23.7% |
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