+19.2%
BABA vs SLB
-31.4%
+50.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.1% |
| 7D | +4.3% | -4.1% | +8.4% | +5.2% |
| 30D | -5.0% | +2.5% | -7.5% | -5.7% |
| 3M | -18.4% | +2.0% | -20.4% | -19.1% |
| 6M | -20.3% | -6.3% | -13.9% | -19.8% |
| YTD | -27.5% | +36.5% | -64.1% | -33.0% |
| 1Y | -35.3% | +46.2% | -81.6% | -41.2% |
| 3Y | +31.2% | -2.1% | +33.2% | +27.8% |
| 5Y | -32.1% | +73.7% | -105.8% | -42.9% |
| 10Y | +14.7% | -12.3% | +27.0% | +11.9% |
| All | +19.2% | -31.4% | +50.6% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling