+200.7%
XOM vs BABA
-28.1%
+228.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.3% |
| 7D | -11.4% | +11.6% | -23.1% | -11.9% |
| 30D | +1.1% | +2.3% | -1.2% | +1.0% |
| 3M | +7.8% | -13.7% | +21.5% | +8.5% |
| 6M | +13.0% | -21.9% | +34.9% | +14.3% |
| YTD | +40.6% | -24.6% | +65.2% | +42.2% |
| 1Y | +49.1% | -34.1% | +83.2% | +52.0% |
| 3Y | +72.9% | +36.3% | +36.6% | +66.6% |
| All | +200.7% | -28.1% | +228.8% | +206.1% |
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