-26.4%
BABA vs ONON
-24.2%
-2.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.5% |
| 7D | -2.2% | -3.5% | +1.3% | -1.3% |
| 30D | -17.3% | -30.8% | +13.5% | -10.2% |
| 3M | -7.8% | -29.8% | +22.1% | -0.5% |
| 6M | -16.8% | -34.8% | +18.1% | -9.2% |
| YTD | -24.7% | -42.3% | +17.6% | -15.4% |
| 1Y | -24.9% | -39.5% | +14.6% | -17.2% |
| 3Y | +29.1% | -9.3% | +38.4% | +16.7% |
| All | -26.4% | -24.2% | -2.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling