+191.3%
XOM vs BABA
+14.2%
+177.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | +3.4% | -17.3% | +20.8% | +5.4% |
| 3M | +11.0% | -7.8% | +18.8% | +11.6% |
| 6M | +10.6% | -16.8% | +27.4% | +12.0% |
| YTD | +39.2% | -24.7% | +63.9% | +42.3% |
| 1Y | +52.7% | -24.9% | +77.7% | +55.7% |
| 3Y | +56.8% | +29.1% | +27.7% | +46.8% |
| 5Y | +261.8% | -30.5% | +292.3% | +262.1% |
| 10Y | +191.3% | +16.7% | +174.6% | +182.1% |
| All | +191.3% | +14.2% | +177.1% | +182.1% |
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 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