+33.7%
BABA vs OMC
+14.6%
+19.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | -4.8% | -6.4% | +1.7% | -3.8% |
| 30D | -11.9% | +1.1% | -13.0% | -12.2% |
| 3M | -9.3% | +10.4% | -19.7% | -11.2% |
| 6M | -14.2% | -1.7% | -12.5% | -14.3% |
| YTD | -22.0% | +4.4% | -26.5% | -23.1% |
| 1Y | -12.7% | +8.4% | -21.2% | -14.9% |
| All | +33.7% | +14.6% | +19.2% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling