+29.8%
ORCL vs BABA
-30.3%
+60.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.6% | -7.3% |
| 7D | -17.5% | +8.6% | -26.1% | -18.4% |
| 30D | -20.2% | -1.1% | -19.1% | -20.1% |
| 3M | -19.9% | -15.9% | -4.0% | -18.4% |
| 6M | -37.4% | -17.5% | -19.9% | -36.2% |
| YTD | -40.1% | -25.6% | -14.5% | -38.4% |
| 1Y | -53.4% | -33.8% | -19.5% | -51.4% |
| 3Y | +10.4% | +34.6% | -24.2% | +4.2% |
| 5Y | +29.8% | -27.7% | +57.4% | +31.7% |
| All | +29.8% | -30.3% | +60.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling