-35.9%
BABA vs ON
+40.9%
-76.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.2% | -12.9% | -4.6% |
| 7D | +3.8% | -1.4% | +5.2% | +3.8% |
| 30D | -5.4% | -10.9% | +5.5% | -4.3% |
| 3M | -17.9% | -14.9% | -3.1% | -16.8% |
| 6M | -24.1% | -33.0% | +9.0% | -22.0% |
| YTD | -27.4% | +27.6% | -55.1% | -33.5% |
| All | -35.9% | +40.9% | -76.8% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling