+45.5%
NOK vs BABA
-28.1%
+73.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | -10.5% | +11.6% | -22.2% | -12.2% |
| 30D | -27.9% | +2.3% | -30.2% | -28.2% |
| 3M | -18.8% | -13.7% | -5.1% | -17.1% |
| 6M | -41.9% | -21.9% | -20.0% | -39.8% |
| YTD | +18.4% | -24.6% | +43.0% | +22.6% |
| 1Y | +10.9% | -34.1% | +45.0% | +17.2% |
| 3Y | +137.9% | +36.3% | +101.6% | +116.3% |
| All | +45.5% | -28.1% | +73.6% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling