-36.3%
BABA vs ON
+51.6%
-87.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.7% |
| 7D | -3.6% | +3.3% | -6.9% | -4.0% |
| 30D | -8.4% | -3.1% | -5.2% | -8.1% |
| 3M | -20.6% | -9.2% | -11.4% | -20.0% |
| 6M | -25.4% | -31.4% | +6.0% | -23.3% |
| YTD | -30.1% | +36.0% | -66.1% | -36.1% |
| 1Y | -36.3% | +52.0% | -88.3% | -41.4% |
| All | -36.3% | +51.6% | -87.9% | -41.4% |
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