+53.0%
NOK vs BABA
+29.8%
+23.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | -1.8% | -4.8% | +3.0% | -0.8% |
| 30D | +4.7% | -11.9% | +16.6% | +7.0% |
| 3M | -39.7% | -9.3% | -30.4% | -38.7% |
| 6M | +23.1% | -14.2% | +37.3% | +26.0% |
| YTD | +55.0% | -22.0% | +77.1% | +60.9% |
| 1Y | +118.0% | -12.7% | +130.8% | +119.7% |
| 3Y | +170.5% | +26.7% | +143.8% | +145.1% |
| 5Y | +84.9% | -29.3% | +114.2% | +79.6% |
| 10Y | +112.0% | +21.2% | +90.7% | +70.3% |
| All | +53.0% | +29.8% | +23.2% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling