+35.4%
BABA vs XLB
+44.4%
-9.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.9% |
| 7D | +3.8% | -1.4% | +5.2% | +4.6% |
| 30D | -5.4% | +7.1% | -12.5% | -9.8% |
| 3M | -17.9% | +0.6% | -18.5% | -18.5% |
| 6M | -24.1% | +3.5% | -27.5% | -26.5% |
| YTD | -27.4% | +18.2% | -45.7% | -36.9% |
| 1Y | -36.1% | +25.6% | -61.7% | -47.1% |
| 3Y | +35.4% | +46.7% | -11.3% | +3.5% |
| All | +35.4% | +44.4% | -9.1% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling