+23.9%
BABA vs ON
+538.2%
-514.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +11.6% | -11.7% | +23.3% | +14.9% |
| 30D | +2.3% | -23.3% | +25.6% | +9.1% |
| 3M | -13.7% | -19.2% | +5.5% | -9.9% |
| 6M | -21.9% | -40.1% | +18.2% | -14.2% |
| YTD | -24.6% | +16.9% | -41.6% | -32.5% |
| 1Y | -34.1% | +29.7% | -63.8% | -43.0% |
| 3Y | +36.3% | -4.4% | +40.7% | +20.5% |
| 5Y | -26.7% | +7.1% | -33.8% | -40.7% |
| 10Y | +19.2% | +447.2% | -428.0% | -45.2% |
| All | +23.9% | +538.2% | -514.3% | -47.5% |
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