+251.6%
ORCL vs BABA
+15.0%
+236.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.9% | +3.8% |
| 7D | +0.5% | +3.8% | -3.3% | -0.2% |
| 30D | -15.3% | -5.4% | -9.9% | -14.6% |
| 3M | -18.2% | -17.9% | -0.3% | -15.9% |
| 6M | -38.4% | -24.1% | -14.4% | -36.0% |
| YTD | -37.7% | -27.4% | -10.3% | -35.1% |
| 1Y | -49.3% | -36.1% | -13.2% | -46.1% |
| 3Y | +10.6% | +35.4% | -24.7% | +1.3% |
| 5Y | +35.5% | -30.1% | +65.6% | +35.4% |
| 10Y | +251.6% | +15.8% | +235.8% | +202.9% |
| All | +251.6% | +15.0% | +236.6% | +202.9% |
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