-40.4%
BABA vs SLB
+46.1%
-86.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -13.8% | +3.5% | -17.3% | -14.1% |
| 30D | -15.1% | +6.5% | -21.6% | -16.0% |
| 3M | -22.7% | -0.2% | -22.5% | -23.1% |
| 6M | -34.7% | -5.7% | -29.0% | -34.0% |
| YTD | -35.0% | +36.8% | -71.9% | -39.4% |
| 1Y | -40.4% | +45.8% | -86.2% | -43.8% |
| All | -40.4% | +46.1% | -86.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling