-28.0%
ORCL vs BABA
-14.2%
-13.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.8% |
| 7D | +5.3% | -4.8% | +10.0% | +6.3% |
| 30D | +10.0% | -11.9% | +21.9% | +12.6% |
| 3M | -32.6% | -9.3% | -23.3% | -31.7% |
| 6M | +4.9% | -14.2% | +19.2% | +6.7% |
| YTD | -17.8% | -22.0% | +4.3% | -14.9% |
| 1Y | -28.0% | -12.7% | -15.3% | -5.4% |
| All | -28.0% | -14.2% | -13.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling