+42.4%
XLE vs BABA
-37.8%
+80.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +1.8% |
| 7D | -0.2% | -3.6% | +3.3% | -0.4% |
| 30D | -4.0% | -8.4% | +4.4% | -4.2% |
| 3M | +4.6% | -20.6% | +25.2% | +4.1% |
| 6M | +12.3% | -25.4% | +37.7% | +10.9% |
| YTD | +44.5% | -30.1% | +74.6% | +44.0% |
| 1Y | +42.4% | -36.3% | +78.7% | +42.2% |
| All | +42.4% | -37.8% | +80.2% | +42.2% |
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