+22.3%
BABA vs ON
+535.2%
-512.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.6% | +14.2% | +5.7% |
| 7D | +8.6% | -16.3% | +24.8% | +13.4% |
| 30D | -1.1% | -27.0% | +25.9% | +6.9% |
| 3M | -15.9% | -18.1% | +2.2% | -12.6% |
| 6M | -17.5% | -38.6% | +21.1% | -10.0% |
| YTD | -25.6% | +16.4% | -42.0% | -33.3% |
| 1Y | -33.8% | +25.8% | -59.6% | -42.3% |
| 3Y | +34.6% | -7.7% | +42.3% | +20.3% |
| 5Y | -27.7% | +6.6% | -34.2% | -41.4% |
| 10Y | +17.7% | +444.6% | -426.9% | -45.8% |
| All | +22.3% | +535.2% | -512.9% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling