+275.4%
ORCL vs BABA
+8.5%
+267.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.1% | +0.1% |
| 7D | +10.4% | -12.7% | +23.1% | +12.7% |
| 30D | -11.2% | -14.9% | +3.6% | -9.1% |
| 3M | -16.8% | -24.6% | +7.9% | -13.3% |
| 6M | -31.5% | -29.3% | -2.1% | -28.1% |
| YTD | -33.9% | -35.0% | +1.1% | -29.9% |
| 1Y | -43.3% | -39.7% | -3.6% | -39.2% |
| 3Y | +16.5% | +21.2% | -4.7% | +8.5% |
| 5Y | +45.4% | -39.9% | +85.3% | +49.2% |
| All | +275.4% | +8.5% | +267.0% | +214.4% |
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 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