+36.3%
BABA vs OXY
-5.9%
+42.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +11.6% | -11.9% | +23.5% | +13.1% |
| 30D | +2.3% | -3.1% | +5.4% | +2.4% |
| 3M | -13.7% | +1.1% | -14.8% | -14.2% |
| 6M | -21.9% | +3.2% | -25.1% | -22.8% |
| YTD | -24.6% | +39.0% | -63.7% | -32.6% |
| 1Y | -34.1% | +42.7% | -76.8% | -41.6% |
| 3Y | +36.3% | -3.5% | +39.8% | +31.6% |
| All | +36.3% | -5.9% | +42.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling