+179.3%
XOM vs BABA
+20.8%
+158.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.3% |
| 7D | -8.3% | +3.8% | -12.1% | -8.7% |
| 30D | -2.5% | -5.4% | +2.9% | -2.0% |
| 3M | +8.3% | -17.9% | +26.3% | +10.4% |
| 6M | +15.5% | -24.1% | +39.5% | +18.3% |
| YTD | +39.6% | -27.4% | +67.1% | +43.3% |
| 1Y | +44.6% | -36.1% | +80.7% | +50.5% |
| 3Y | +76.6% | +35.4% | +41.2% | +63.3% |
| 5Y | +195.8% | -30.1% | +225.9% | +192.1% |
| 10Y | +191.6% | +15.8% | +175.8% | +155.4% |
| All | +179.3% | +20.8% | +158.5% | +136.5% |
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 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