+167.2%
XLE vs BABA
+16.2%
+151.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -12.0% | +11.6% | -23.6% | -13.3% |
| 30D | -2.7% | +2.3% | -5.0% | -3.2% |
| 3M | +6.6% | -13.7% | +20.3% | +8.3% |
| 6M | +9.5% | -21.9% | +31.4% | +12.4% |
| YTD | +40.6% | -24.6% | +65.2% | +44.2% |
| 1Y | +43.6% | -34.1% | +77.7% | +50.0% |
| 3Y | +58.1% | +36.3% | +21.8% | +44.5% |
| 5Y | +152.2% | -26.7% | +178.9% | +149.3% |
| All | +167.2% | +16.2% | +151.0% | +160.4% |
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