+15.8%
BABA vs ON
+527.7%
-511.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.2% | -12.9% | -6.2% |
| 7D | +3.8% | -1.4% | +5.2% | +3.6% |
| 30D | -5.4% | -10.9% | +5.5% | -3.2% |
| 3M | -17.9% | -14.9% | -3.1% | -15.7% |
| 6M | -24.1% | -33.0% | +9.0% | -19.2% |
| YTD | -27.4% | +27.6% | -55.1% | -36.8% |
| 1Y | -36.1% | +44.5% | -80.6% | -46.6% |
| 3Y | +35.4% | +7.4% | +28.0% | +15.3% |
| 5Y | -30.1% | +18.7% | -48.8% | -45.5% |
| 10Y | +15.8% | +516.0% | -500.1% | -47.5% |
| All | +15.8% | +527.7% | -511.9% | -47.5% |
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