-53.4%
ORCL vs BABA
-33.7%
-19.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.6% | -7.6% |
| 7D | -17.5% | +8.6% | -26.1% | -19.5% |
| 30D | -20.2% | -1.1% | -19.1% | -19.9% |
| 3M | -19.9% | -15.9% | -4.0% | -16.2% |
| 6M | -37.4% | -17.5% | -19.9% | -34.5% |
| YTD | -40.1% | -25.6% | -14.5% | -36.4% |
| 1Y | -53.4% | -33.8% | -19.5% | -49.2% |
| All | -53.4% | -33.7% | -19.7% | -49.2% |
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