-17.5%
BABA vs ON
-35.5%
+17.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.6% | +14.2% | +3.6% |
| 7D | +8.6% | -16.3% | +24.8% | +10.1% |
| 30D | -1.1% | -27.0% | +25.9% | +1.8% |
| 3M | -15.9% | -18.1% | +2.2% | -14.9% |
| 6M | -17.5% | -38.6% | +21.1% | -17.8% |
| All | -17.5% | -35.5% | +17.9% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling