+19.3%
BABA vs OXY
-15.8%
+35.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.6% |
| 7D | +3.8% | -8.2% | +12.0% | +5.0% |
| 30D | -5.4% | -7.2% | +1.9% | -4.5% |
| 3M | -17.9% | +0.2% | -18.1% | -18.2% |
| 6M | -24.1% | +6.1% | -30.2% | -25.2% |
| YTD | -27.4% | +37.5% | -65.0% | -31.8% |
| 1Y | -36.1% | +37.7% | -73.7% | -40.0% |
| 3Y | +35.4% | -2.8% | +38.1% | +32.7% |
| 5Y | -30.1% | +77.6% | -107.7% | -37.9% |
| 10Y | +15.8% | +9.5% | +6.4% | +10.3% |
| All | +19.3% | -15.8% | +35.1% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling