+235.9%
NVDA vs BABA
+21.2%
+214.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | -13.8% | +1.0% | -9.9% |
| 30D | -26.4% | -15.1% | -11.3% | -23.8% |
| 3M | -27.6% | -22.7% | -4.9% | -23.8% |
| 6M | -27.7% | -34.7% | +7.0% | -21.3% |
| YTD | -12.5% | -35.0% | +22.5% | -5.0% |
| 1Y | -12.6% | -40.4% | +27.8% | -3.7% |
| 3Y | +235.9% | +21.9% | +214.0% | +208.4% |
| All | +235.9% | +21.2% | +214.7% | +208.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling