-24.2%
BABA vs ONON
-23.0%
-1.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | -0.2% | -1.7% | +1.5% | +0.2% |
| 30D | -12.3% | -27.4% | +15.1% | -5.8% |
| 3M | -5.3% | -26.5% | +21.2% | +1.0% |
| 6M | -13.1% | -34.2% | +21.2% | -5.3% |
| YTD | -22.4% | -41.3% | +18.9% | -13.3% |
| 1Y | -19.5% | -39.7% | +20.2% | -11.2% |
| 3Y | +32.9% | -7.8% | +40.8% | +19.7% |
| All | -24.2% | -23.0% | -1.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling