+272.7%
ORCL vs BABA
+20.7%
+252.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.9% | -2.8% |
| 7D | -14.4% | +4.3% | -18.7% | -15.1% |
| 30D | -12.8% | -5.0% | -7.9% | -12.1% |
| 3M | -14.8% | -18.4% | +3.6% | -12.1% |
| 6M | -30.9% | -20.3% | -10.6% | -28.6% |
| YTD | -35.7% | -27.5% | -8.2% | -32.7% |
| 1Y | -49.5% | -35.3% | -14.1% | -46.2% |
| 3Y | +18.6% | +31.2% | -12.5% | +8.9% |
| 5Y | +38.4% | -32.1% | +70.5% | +38.0% |
| 10Y | +275.2% | +14.7% | +260.5% | +212.3% |
| All | +272.7% | +20.7% | +252.0% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling