+10,058.2%
NVDA vs BABA
+11.0%
+10,047.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -2.9% | -4.5% |
| 7D | -18.3% | +2.4% | -20.6% | -19.1% |
| 30D | -26.3% | -7.8% | -18.6% | -24.2% |
| 3M | -22.3% | -22.4% | +0.1% | -15.2% |
| 6M | -21.3% | -26.0% | +4.6% | -13.1% |
| YTD | -9.2% | -29.3% | +20.0% | +1.2% |
| 1Y | -14.9% | -37.5% | +22.6% | -0.7% |
| 3Y | +250.5% | +31.9% | +218.6% | +177.1% |
| 5Y | +475.8% | -33.4% | +509.3% | +477.2% |
| 10Y | +10,058.2% | +15.7% | +10,042.5% | +7,416.2% |
| All | +10,058.2% | +11.0% | +10,047.2% | +7,416.2% |
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 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