-12.7%
BABA vs XLB
+17.4%
-30.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -1.4% | -3.4% | -4.2% |
| 30D | -11.9% | -0.4% | -11.5% | -11.8% |
| 3M | -9.3% | +2.0% | -11.2% | -10.4% |
| 6M | -14.2% | +1.8% | -16.1% | -15.7% |
| YTD | -22.0% | +16.6% | -38.6% | -30.2% |
| 1Y | -12.7% | +16.9% | -29.7% | -21.2% |
| All | -12.7% | +17.4% | -30.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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