-29.9%
BABA vs OXY
+150.1%
-180.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -12.3% | +8.5% | -20.7% | -13.5% |
| 3M | -5.3% | +6.0% | -11.3% | -6.5% |
| 6M | -13.1% | +13.0% | -26.0% | -16.0% |
| YTD | -22.4% | +48.9% | -71.3% | -29.5% |
| 1Y | -19.5% | +36.4% | -55.9% | -25.7% |
| 3Y | +32.9% | -2.3% | +35.2% | +29.0% |
| 5Y | -29.9% | +160.6% | -190.5% | -44.1% |
| All | -29.9% | +150.1% | -180.0% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling