+23.9%
BABA vs OXY
-14.9%
+38.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +11.6% | -11.9% | +23.5% | +13.5% |
| 30D | +2.3% | -3.1% | +5.4% | +2.6% |
| 3M | -13.7% | +1.1% | -14.8% | -14.1% |
| 6M | -21.9% | +3.2% | -25.1% | -22.7% |
| YTD | -24.6% | +39.0% | -63.7% | -29.3% |
| 1Y | -34.1% | +42.7% | -76.8% | -38.5% |
| 3Y | +36.3% | -3.5% | +39.8% | +33.7% |
| 5Y | -26.7% | +81.3% | -108.1% | -35.1% |
| 10Y | +19.2% | +11.2% | +8.0% | +13.2% |
| All | +23.9% | -14.9% | +38.8% | +28.5% |
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