+15.7%
BABA vs ON
+512.2%
-496.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +2.4% | -4.1% | +6.5% | +2.9% |
| 30D | -7.8% | -10.2% | +2.4% | -5.8% |
| 3M | -22.4% | -12.7% | -9.6% | -20.8% |
| 6M | -26.0% | -32.5% | +6.6% | -21.4% |
| YTD | -29.3% | +28.6% | -57.8% | -38.5% |
| 1Y | -37.5% | +43.4% | -80.9% | -47.6% |
| 3Y | +31.9% | +3.3% | +28.6% | +13.8% |
| 5Y | -33.4% | +22.5% | -55.9% | -48.5% |
| 10Y | +15.7% | +535.7% | -520.0% | -47.3% |
| All | +15.7% | +512.2% | -496.5% | -47.3% |
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