+23.9%
BABA vs OMC
+83.2%
-59.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +11.6% | +6.3% | +5.3% | +9.7% |
| 30D | +2.3% | +15.4% | -13.1% | -2.0% |
| 3M | -13.7% | +5.8% | -19.4% | -15.4% |
| 6M | -21.9% | +14.7% | -36.6% | -25.8% |
| YTD | -24.6% | +10.3% | -34.9% | -28.1% |
| 1Y | -34.1% | +23.2% | -57.3% | -39.5% |
| 3Y | +36.3% | +24.6% | +11.6% | +21.3% |
| 5Y | -26.7% | +50.1% | -76.8% | -39.1% |
| 10Y | +19.2% | +54.3% | -35.1% | -6.7% |
| All | +23.9% | +83.2% | -59.3% | -16.3% |
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