+49.9%
XLE vs BABA
-34.7%
+84.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.9% | -9.7% | -4.5% |
| 7D | -7.2% | +4.3% | -11.5% | -6.9% |
| 30D | +0.1% | -5.0% | +5.1% | +0.2% |
| 3M | +9.2% | -18.4% | +27.6% | +8.8% |
| 6M | +8.4% | -20.3% | +28.6% | +7.4% |
| YTD | +44.9% | -27.5% | +72.4% | +44.8% |
| 1Y | +49.9% | -35.3% | +85.2% | +49.7% |
| All | +49.9% | -34.7% | +84.5% | +49.7% |
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 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