+165.2%
NOK vs BABA
+31.3%
+133.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | -1.8% | -4.8% | +3.0% | -1.0% |
| 30D | +4.7% | -11.9% | +16.6% | +6.5% |
| 3M | -39.7% | -9.3% | -30.4% | -39.0% |
| 6M | +23.1% | -14.2% | +37.3% | +25.3% |
| YTD | +55.0% | -22.0% | +77.1% | +59.3% |
| 1Y | +118.0% | -12.7% | +130.8% | +118.1% |
| All | +165.2% | +31.3% | +133.9% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling