-31.3%
BABA vs ON
+62.4%
-93.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | -4.8% | +2.4% | -7.2% | -5.4% |
| 30D | -11.9% | -3.3% | -8.6% | -11.4% |
| 3M | -9.3% | -43.6% | +34.3% | +3.1% |
| 6M | -14.2% | +19.0% | -33.2% | -22.4% |
| YTD | -22.0% | +37.4% | -59.4% | -32.7% |
| 1Y | -12.7% | +54.8% | -67.5% | -27.8% |
| 3Y | +26.7% | -25.2% | +51.8% | +23.2% |
| All | -31.3% | +62.4% | -93.7% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling