+16.0%
BABA vs ON
+570.5%
-554.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -2.7% |
| 7D | -3.6% | +3.3% | -6.9% | -5.0% |
| 30D | -8.4% | -3.1% | -5.2% | -8.4% |
| 3M | -20.6% | -9.2% | -11.4% | -19.8% |
| 6M | -25.4% | -31.4% | +6.0% | -21.0% |
| YTD | -30.1% | +36.0% | -66.1% | -40.2% |
| 1Y | -36.3% | +52.0% | -88.3% | -47.5% |
| 3Y | +30.4% | +9.3% | +21.1% | +10.8% |
| 5Y | -35.7% | +26.5% | -62.2% | -50.7% |
| 10Y | +16.0% | +556.1% | -540.1% | -48.2% |
| All | +16.0% | +570.5% | -554.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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