+123.8%
NOK vs BABA
+15.0%
+108.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.7% | +10.5% | +7.5% |
| 7D | -1.4% | +3.8% | -5.3% | -2.3% |
| 30D | -21.0% | -5.4% | -15.7% | -20.3% |
| 3M | -12.6% | -17.9% | +5.3% | -9.8% |
| 6M | -36.2% | -24.1% | -12.1% | -33.2% |
| YTD | +26.4% | -27.4% | +53.9% | +32.5% |
| 1Y | +19.6% | -36.1% | +55.7% | +28.3% |
| 3Y | +152.6% | +35.4% | +117.2% | +125.7% |
| 5Y | +57.3% | -30.1% | +87.4% | +53.4% |
| 10Y | +123.8% | +15.8% | +107.9% | +89.9% |
| All | +123.8% | +15.0% | +108.8% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling