+7,999.2%
NVDA vs BABA
+8.5%
+7,990.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.7% | -1.6% |
| 7D | -8.5% | -12.7% | +4.2% | -3.6% |
| 30D | -27.3% | -14.9% | -12.4% | -22.9% |
| 3M | -25.8% | -24.6% | -1.1% | -18.0% |
| 6M | -24.6% | -29.3% | +4.8% | -15.2% |
| YTD | -10.7% | -35.0% | +24.4% | +2.9% |
| 1Y | -14.0% | -39.7% | +25.7% | +1.8% |
| 3Y | +244.9% | +21.2% | +223.7% | +181.2% |
| 5Y | +449.3% | -39.9% | +489.2% | +474.8% |
| All | +7,999.2% | +8.5% | +7,990.8% | +5,276.6% |
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 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