+27.1%
BABA vs ON
-25.0%
+52.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -4.8% | +2.4% | -7.2% | -5.2% |
| 30D | -11.9% | -3.3% | -8.6% | -11.5% |
| 3M | -9.3% | -43.6% | +34.3% | -0.2% |
| 6M | -14.2% | +19.0% | -33.2% | -20.4% |
| YTD | -22.0% | +37.4% | -59.4% | -30.1% |
| 1Y | -12.7% | +54.8% | -67.5% | -24.1% |
| All | +27.1% | -25.0% | +52.2% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling