+270.3%
ORCL vs BABA
+8.5%
+261.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -13.8% | +21.7% | +10.4% |
| 30D | -4.0% | -15.1% | +11.1% | -1.6% |
| 3M | -19.5% | -22.7% | +3.3% | -16.4% |
| 6M | -33.5% | -34.7% | +1.2% | -29.3% |
| YTD | -34.8% | -35.0% | +0.2% | -30.9% |
| 1Y | -41.6% | -40.4% | -1.2% | -37.3% |
| 3Y | +13.8% | +21.9% | -8.2% | +5.9% |
| 5Y | +43.4% | -39.9% | +83.3% | +47.1% |
| All | +270.3% | +8.5% | +261.8% | +210.0% |
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