+28.2%
BABA vs SLB
-23.5%
+51.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -11.9% | +15.8% | -27.7% | -14.8% |
| 3M | -9.3% | -0.3% | -8.9% | -9.6% |
| 6M | -14.2% | +21.3% | -35.6% | -18.4% |
| YTD | -22.0% | +52.3% | -74.3% | -29.4% |
| 1Y | -12.7% | +63.6% | -76.3% | -22.4% |
| 3Y | +26.7% | +3.8% | +22.9% | +22.0% |
| 5Y | -29.3% | +128.6% | -158.0% | -43.9% |
| 10Y | +21.2% | -3.1% | +24.3% | +16.2% |
| All | +28.2% | -23.5% | +51.7% | +28.2% |
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