+15.6%
XLE vs BABA
-15.3%
+30.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.8% |
| 7D | +2.2% | -4.8% | +7.0% | +1.8% |
| 30D | +11.8% | -11.9% | +23.7% | +10.7% |
| 3M | +9.8% | -9.3% | +19.1% | +7.5% |
| 6M | +15.6% | -14.2% | +29.8% | +13.5% |
| All | +15.6% | -15.3% | +30.9% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling