+6.8%
BABA vs OMC
+84.2%
-77.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -6.4% |
| 7D | -12.7% | -0.3% | -12.4% | -12.6% |
| 30D | -14.9% | +10.6% | -25.5% | -17.4% |
| 3M | -24.6% | +2.6% | -27.2% | -25.5% |
| 6M | -29.3% | +16.6% | -46.0% | -33.2% |
| YTD | -35.0% | +10.9% | -45.9% | -38.1% |
| 1Y | -39.7% | +22.1% | -61.8% | -44.4% |
| 3Y | +21.2% | +27.5% | -6.3% | +7.1% |
| 5Y | -39.9% | +50.6% | -90.5% | -50.1% |
| 10Y | +7.8% | +51.7% | -43.8% | -14.2% |
| All | +6.8% | +84.2% | -77.4% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling