+181.2%
XOM vs BABA
+25.5%
+155.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | -11.4% | +11.6% | -23.1% | -12.5% |
| 30D | +1.1% | +2.3% | -1.2% | +0.8% |
| 3M | +7.8% | -13.7% | +21.5% | +9.3% |
| 6M | +13.0% | -21.9% | +34.9% | +15.5% |
| YTD | +40.6% | -24.6% | +65.2% | +43.7% |
| 1Y | +49.1% | -34.1% | +83.2% | +54.7% |
| 3Y | +72.9% | +36.3% | +36.6% | +60.0% |
| 5Y | +204.0% | -26.7% | +230.7% | +198.5% |
| 10Y | +205.7% | +19.2% | +186.5% | +167.1% |
| All | +181.2% | +25.5% | +155.8% | +137.2% |
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