+10.2%
ORCL vs BABA
+34.4%
-24.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -11.2% | +11.6% | -22.8% | -12.6% |
| 30D | -18.8% | +2.3% | -21.1% | -19.1% |
| 3M | -18.8% | -13.7% | -5.1% | -17.3% |
| 6M | -39.7% | -21.9% | -17.8% | -38.1% |
| YTD | -39.6% | -24.6% | -15.0% | -37.9% |
| 1Y | -51.7% | -34.1% | -17.6% | -49.8% |
| 3Y | +10.2% | +36.3% | -26.0% | +2.4% |
| All | +10.2% | +34.4% | -24.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling