+25.8%
NOK vs BABA
+17.8%
+8.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | -20.4% | -7.8% | -12.6% | -19.2% |
| 3M | -9.6% | -22.4% | +12.7% | -5.6% |
| 6M | -35.6% | -26.0% | -9.7% | -32.2% |
| YTD | +27.5% | -29.3% | +56.8% | +34.5% |
| 1Y | +18.4% | -37.5% | +55.9% | +27.8% |
| 3Y | +151.8% | +31.9% | +119.9% | +125.5% |
| 5Y | +61.1% | -33.4% | +94.6% | +58.2% |
| 10Y | +123.7% | +15.7% | +108.0% | +80.5% |
| All | +25.8% | +17.8% | +8.1% | -7.5% |
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 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