-28.3%
BABA vs OXY
+78.7%
-106.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +11.6% | -11.9% | +23.5% | +13.7% |
| 30D | +2.3% | -3.1% | +5.4% | +2.5% |
| 3M | -13.7% | +1.1% | -14.8% | -14.2% |
| 6M | -21.9% | +3.2% | -25.1% | -22.9% |
| YTD | -24.6% | +39.0% | -63.7% | -31.1% |
| 1Y | -34.1% | +42.7% | -76.8% | -40.2% |
| 3Y | +36.3% | -3.5% | +39.8% | +32.0% |
| All | -28.3% | +78.7% | -106.9% | -38.9% |
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