+28.2%
BABA vs OXY
-9.8%
+37.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.8% | +1.6% | -6.4% | -5.0% |
| 30D | -11.9% | +11.6% | -23.5% | -13.3% |
| 3M | -9.3% | +2.8% | -12.1% | -9.8% |
| 6M | -14.2% | +13.0% | -27.3% | -16.5% |
| YTD | -22.0% | +47.4% | -69.4% | -27.2% |
| 1Y | -12.7% | +31.5% | -44.2% | -17.3% |
| 3Y | +26.7% | -1.9% | +28.6% | +24.2% |
| 5Y | -29.3% | +148.0% | -177.3% | -39.9% |
| 10Y | +21.2% | +2.3% | +19.0% | +19.9% |
| All | +28.2% | -9.8% | +37.9% | +32.2% |
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