+14,981.8%
NVDA vs BABA
+15.9%
+14,965.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.3% |
| 7D | +5.9% | -4.8% | +10.6% | +7.8% |
| 30D | +5.1% | -11.9% | +17.0% | +9.7% |
| 3M | +5.4% | -9.3% | +14.6% | +8.3% |
| 6M | +26.0% | -14.2% | +40.3% | +31.8% |
| YTD | +23.7% | -22.0% | +45.7% | +33.5% |
| 1Y | +34.4% | -12.7% | +47.1% | +36.8% |
| 3Y | +375.8% | +26.7% | +349.2% | +286.4% |
| 5Y | +911.8% | -29.3% | +941.1% | +887.8% |
| All | +14,981.8% | +15.9% | +14,965.9% | +10,207.5% |
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 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