+129.8%
NOK vs BABA
+14.2%
+115.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.6% |
| 7D | +9.3% | -2.2% | +11.5% | +9.8% |
| 30D | +17.9% | -17.3% | +35.2% | +21.9% |
| 3M | -22.3% | -7.8% | -14.5% | -21.5% |
| 6M | +36.4% | -16.8% | +53.1% | +40.3% |
| YTD | +66.3% | -24.7% | +91.0% | +73.6% |
| 1Y | +134.4% | -24.9% | +159.4% | +143.3% |
| 3Y | +186.6% | +29.1% | +157.5% | +159.1% |
| 5Y | +102.7% | -30.5% | +133.2% | +98.3% |
| 10Y | +129.8% | +16.7% | +113.1% | +86.1% |
| All | +129.8% | +14.2% | +115.6% | +86.1% |
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