-39.8%
BABA vs ON
+19.2%
-59.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.9% |
| 7D | -13.8% | +12.2% | -26.0% | -16.5% |
| 30D | -15.1% | -3.1% | -12.0% | -15.1% |
| 3M | -22.7% | -12.9% | -9.9% | -21.2% |
| 6M | -34.7% | -38.6% | +3.9% | -28.9% |
| YTD | -35.0% | +31.2% | -66.2% | -44.2% |
| 1Y | -40.4% | +47.6% | -88.1% | -50.8% |
| 3Y | +21.9% | +6.6% | +15.3% | +3.2% |
| All | -39.8% | +19.2% | -59.0% | -55.8% |
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