+16.7%
BABA vs OMC
+32.3%
-15.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.2% | -5.8% | +5.6% | +1.3% |
| 30D | -12.3% | -4.8% | -7.4% | -11.3% |
| 3M | -5.3% | +9.2% | -14.5% | -8.0% |
| 6M | -13.1% | -2.5% | -10.6% | -13.1% |
| YTD | -22.4% | +2.6% | -25.0% | -24.0% |
| 1Y | -19.5% | +5.9% | -25.4% | -22.1% |
| 3Y | +32.9% | +14.2% | +18.8% | +23.2% |
| 5Y | -29.9% | +33.2% | -63.1% | -38.0% |
| 10Y | +16.7% | +33.4% | -16.7% | +4.4% |
| All | +16.7% | +32.3% | -15.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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