+204.0%
XOM vs BABA
+8.5%
+195.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +8.9% | +2.5% |
| 7D | +2.7% | -12.7% | +15.4% | +4.0% |
| 30D | -2.5% | -14.9% | +12.4% | -1.1% |
| 3M | +7.0% | -24.6% | +31.6% | +9.7% |
| 6M | +14.2% | -29.3% | +43.6% | +17.6% |
| YTD | +43.9% | -35.0% | +78.9% | +48.9% |
| 1Y | +47.9% | -39.7% | +87.6% | +54.2% |
| 3Y | +80.6% | +21.2% | +59.4% | +69.6% |
| 5Y | +212.8% | -39.9% | +252.7% | +218.0% |
| All | +204.0% | +8.5% | +195.5% | +220.3% |
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