+108.5%
XLE vs BABA
+23.9%
+84.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.3% |
| 7D | -10.3% | +8.6% | -18.9% | -11.4% |
| 30D | -3.3% | -1.1% | -2.2% | -3.3% |
| 3M | +8.2% | -15.9% | +24.1% | +10.5% |
| 6M | +5.0% | -17.5% | +22.6% | +7.1% |
| YTD | +40.6% | -25.6% | +66.2% | +44.9% |
| 1Y | +45.0% | -33.8% | +78.8% | +52.0% |
| 3Y | +56.3% | +34.6% | +21.7% | +41.8% |
| 5Y | +152.2% | -27.7% | +179.9% | +146.6% |
| 10Y | +173.0% | +17.7% | +155.3% | +124.6% |
| All | +108.5% | +23.9% | +84.7% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling