+218.0%
XLE vs BABA
-30.9%
+248.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | +2.2% | -4.8% | +7.0% | +2.5% |
| 30D | +11.8% | -11.9% | +23.7% | +12.7% |
| 3M | +9.8% | -9.3% | +19.1% | +10.4% |
| 6M | +15.6% | -14.2% | +29.8% | +16.4% |
| YTD | +45.3% | -22.0% | +67.3% | +47.2% |
| 1Y | +48.3% | -12.7% | +61.0% | +48.6% |
| 3Y | +55.4% | +26.7% | +28.8% | +49.2% |
| All | +218.0% | -30.9% | +248.9% | +229.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling