+174.3%
XLE vs BABA
+19.8%
+154.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | +2.2% | -4.8% | +7.0% | +2.8% |
| 30D | +11.8% | -11.9% | +23.7% | +13.5% |
| 3M | +9.8% | -9.3% | +19.1% | +10.9% |
| 6M | +15.6% | -14.2% | +29.8% | +17.0% |
| YTD | +45.3% | -22.0% | +67.3% | +48.7% |
| 1Y | +48.3% | -12.7% | +61.0% | +48.7% |
| 3Y | +55.4% | +26.7% | +28.8% | +43.8% |
| 5Y | +216.1% | -29.3% | +245.4% | +216.0% |
| All | +174.3% | +19.8% | +154.5% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling