+346.9%
ORCL vs BABA
+19.8%
+327.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | +5.3% | -4.8% | +10.0% | +6.1% |
| 30D | +10.0% | -11.9% | +21.9% | +12.0% |
| 3M | -32.6% | -9.3% | -23.3% | -31.7% |
| 6M | +4.9% | -14.2% | +19.2% | +7.0% |
| YTD | -17.8% | -22.0% | +4.3% | -15.0% |
| 1Y | -28.0% | -12.7% | -15.3% | -27.2% |
| 3Y | +36.0% | +26.7% | +9.4% | +26.1% |
| 5Y | +88.7% | -29.3% | +118.1% | +88.6% |
| All | +346.9% | +19.8% | +327.1% | +276.9% |
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